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Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset AllocationPortfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation

Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation

Riccardo Rebonato

Details

OL Work ID
OL17516673W

Subjects

Bayesian statistical decision theoryPortfolio managementRisk managementMathematical modelsInvestmentsFinancial riskBUSINESS & ECONOMICS / Finance

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