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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication Regime switching models have become a popular tool ... wrong regime, your volatility is significantly off. 17/ 28 Investment Guarantees Regime Switching Portfolio ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Cash Flow Analysis: A New Approach to Understand and Manage Risk
Cash Flow Analysis: A New Approach ... 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 IB 19 20 PREN 100.00 90.00 61.00 72.90 ... 3 I I I - I I I I 5 -" ~ 11 I I I I 13 15 17 19 YEARS The pr imary quest ion I want to ...- Authors: James A Geyer, Michael E Mateja
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods