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Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf, (2001)
Bond portfolio optimization
Puhle, Michael, (2008)
Extreme financial risks : from dependence to risk management
Malevergne, Yannick, (2006)
Risk and asset allocation
Meucci, Attilio, (2009)
Meucci, Attilio, (2007)
Meucci, Attilio, (2005)