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A bootstrap-based comparison of portfolio insurance strategies
Dichtl, Hubert, (2017)
Geometric mean maximization : a note on expected, observed, and simulated performance
Johnston, Ken, (2021)
Bridging the gap between strategic allocation and investment risk
Elkamhi, Redouane, (2021)
Practical quantitative investment management with derivatives
Cowell, Frances, (2002)
Recent advances in credit risk management
Cowell, Frances, (2008)