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Browsing College of Economic and Management Sciences by Subject "Conditional value at risk"

Browsing College of Economic and Management Sciences by Subject "Conditional value at risk"

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  • Royden-Turner, Stuart Jack (2016-02)
    Modern financial asset pricing theory is a broad, and at times, complex field. The literature review in this study covers many of the asset pricing techniques including factor models, random walk models, correlation models, ...

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