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  • The Magical Mystery Matrix
    The Magical Mystery Matrix This paper develops some new uses of the Choleski factor matrix, including modeling serial correlation, adding asset classes with contingent returns, adjusting ...

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    • Authors: Richard Wendt
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods