Multifactor risk models and their applications
Year of publication: |
2006
|
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Authors: | Dynkin, Lev ; Hyman, Jay |
Published in: |
Advanced bond portfolio management : best practices in modeling and strategies. - Hoboken, N.J. : Wiley, ISBN 978-0-471-67890-8. - 2006, p. 195-246
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory |
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