A simple stylized model for CDOs
Year of publication: |
2008
|
---|---|
Authors: | Brummelhuis, Raymond |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 22.2008, p. 33-40
|
Subject: | CAPM | Arbitrage | Portfolio-Management | Portfolio selection |
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