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Risk management for pensions, endowments, and foundations
Mangiero, Susan M., (2005)
Pension funds should never rely on correlation
Lagnado, Ronald, (2022)
Stochastic optimization for enterprise risk management
Zhang, Zhuojuan, (2006)
MANAGER SELECTION - Optimizing Manager Structure and Budgeting Manager Risk - Selecting active managers and structuring their use has historically been more art than science. The authors explain why a manager structure can and should be approached as a problem of portfolio construction, a view that brings a whole set of tools to bear on the problem. This approach suggests optimizing to maximize ...
Waring, Barton, (2000)