On Time-scaling of Risk and the Square-root-of-time Rule

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SSRN Electronic Journal 2005

On Time-scaling of Risk and the Square-root-of-time Rule

Danielsson, Jon, Zigrand, Jean-Pierre
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.567123
File:
PDF, 240 KB
english, 2005
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