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~subject:"Monte Carlo simulation"
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Sharpe style analysis in the MSCI sector portfolios: a Monte Carlo integration approach
Christodoulakis, George A.
- In:
Linear factor models in finance
,
(pp. 83-94)
.
2005
Persistent link: https://www.econbiz.de/10003304030
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Return attribution analysis of the UK insurance portfolios
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10003978885
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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