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Keywords: Risk model
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2016) 17 (3): 262–276.
Published: 16 May 2016
... not consider data before June 1983. In the subsequent section, it is explained how the factor loadings and characteristics are used in the asset allocation study. Asset allocation Characteristic model German stock market Risk model G11 G12 where w ¯ i , t...
