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- 2011
-
Mark
Is an Optimal Currency Area an Optimal Portfolio?
(
- Master (One yr)
-
Mark
Testing The Black- Litterman Model: Sensitivity of Weight Vector to the Variance of Views
(
- Master (Two yrs)
- 2010
-
Mark
Portfolio Optimization -The Mean-Variance and CVaR approach
(
- Master (One yr)
-
Mark
Exploring the properties of CVaR and Mean-Variance for portfolio optimization
(
- Master (One yr)
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