Quantitative methods for portfolio analysis. MTV model approach
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Publication:1344908
zbMath0833.90015MaRDI QIDQ1344908
Publication date: 20 February 1995
Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)
option pricingportfolio theorybond pricingfinancial asset allocationmultivariate financial time series
Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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