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PortfolioManagementUnderStress

上传者: 2019-05-16 04:31:46上传 PDF文件 6.99MB 热度 26次
PortfolioManagementUnderStressoffersanovelwaytoapplythewell-establishedBayesian-netmethodologytotheimportantproblemofassetallocationunderconditionsofmarketdistressor,moregenerally,whenaninvestorbelievesthataparticularscenario(suchasthebreak-upoftheEuro)mayoccur.Employingacoherentandt
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