Главная Malcolm Kemp

Автор: Malcolm Kemp

Market Consistency. Model Calibration in Imperfect Markets.

Market Consistency. Model Calibration in Imperfect Markets

Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails.

Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails

Market Consistency. Model Calibration in Imperfect Markets.

Market Consistency. Model Calibration in Imperfect Markets