Risk budgeting: portfolio problem solving with Value-at-risk/
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York:
J. Wiley,
2002
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| Series: | Wiley finance editions
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| Subjects: |
| Physical Description: | x, 321 p. : ill. ; 24 cm. |
|---|---|
| Bibliography: | Includes bibliographical references (p. 303-313) and index. |
| ISBN: | 0471405566 |