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Replicating Portfolio Implementation
portfolios, a basket of financial instruments designed to replicate, as closely as possible, the value and market ... market sensitivity of a target portfolio of liabilities in different economic scenarios. Modeling efficiency; ...- Authors: ANDREW NG
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Simulation