1

Portfolio Construction and Tail Risk

Year:
2015
Language:
english
File:
PDF, 1.49 MB
english, 2015
4

Stress Hedging in Portfolio Construction

Year:
2015
Language:
english
File:
PDF, 701 KB
english, 2015
6

Dynamic, Correlated Active Management: A Closed Form Solution

Year:
2012
Language:
english
File:
PDF, 824 KB
english, 2012
11

Finding transition states using contangency curves

Year:
1997
Language:
english
File:
PDF, 398 KB
english, 1997
12

Variational calculation of macrostate transition rates

Year:
1998
Language:
english
File:
PDF, 882 KB
english, 1998