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Value at Risk Models for a Nonlinear Hedged Portfolio
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HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
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Transaction costs and resampling in mean-variance portfolio optimization
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Evaluating of path-dependent securities with low discrepancy methods
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Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
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Optimal Design of Gradient Fields with Applications to Electrostatics
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