向外才掩饰 发表于 2025-3-30 10:57:41

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grounded 发表于 2025-3-30 15:57:56

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PANT 发表于 2025-3-30 19:27:48

Myles Brennan,Adam Kobornd Romans, let us mention some of the more recent, well-known investigators, such as Boyer, and others who were active during the late nineteenth century: Zuckerkandl (.), Sieur (.), Jacob (.) Mouret (.–.), Onodi (.), Grünwald (.), and Killian (., .), who made detailed studies on the formation and s

称赞 发表于 2025-3-31 00:00:11

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微枝末节 发表于 2025-3-31 02:04:37

Updating the Yield Curve to Analyst’s Views a combination of them. Yet, the optimization of fixed income portfolios requires an accurate forecast of not only a few benchmark yields, but of complete yield curves. This chapter derives a forecast of one or more yield curves that is consistent with analysts’ views. The model is based on a novel

谄媚于人 发表于 2025-3-31 08:28:18

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FLAX 发表于 2025-3-31 10:00:48

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cacophony 发表于 2025-3-31 17:25:15

A Strategic Asset Allocation Methodology Using Variable Time Horizonn be made using a plethora of distinct methodologies that are well known in the literature and among practitioners. The typical approach uses a standard Markowitz model or a similar one based on a double objective quadratic optimization. The optimal portfolio can be obtained by defining risk prefere

octogenarian 发表于 2025-3-31 21:13:31

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玉米 发表于 2025-4-1 01:00:27

Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Spacehe main pillar of the portfolio management theoretical foundations. Nevertheless, its limited impact in investment management practice is also widely recognized., which has fostered new approaches to the portfolio optimization problem.
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查看完整版本: Titlebook: Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign W; Arjan B. Berkelaar (Head of Risk Man