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isPartOf:"Advanced bond portfolio management : best practices in modeling and strategies"
subject:"Theorie"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Quantitative finance"
~person:"Albanese, Claudio"
~person:"Costa, Giorgio"
~person:"Ertley, Brian"
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Advanced bond portfolio management : best practices in modeling and strategies
Journal of risk and financial management : JRFM
Quantitative finance
Academic Press advanced finance series
1
International journal of theoretical and applied finance
1
The Moorad Choudhry Global Banking Series
1
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Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
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2
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
3
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
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