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Risk Attribution

References

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References

 

Heywood, G.C., Marsland, J.R. and Morrison, G.M. (2003). Practical risk management for equity portfolio managers. British Actuarial Journal, 8, pp. 1061-1123

 

Kemp, M.H.D. (2005). Risk Management in a Fair Valuation World. British Actuarial Journal, 11, No. 4, pp. 595-712

 

Kemp, M.H.D. (2009). Market consistency: Model calibration in imperfect markets. John Wiley & Sons [for further information on this book please see MarketConsistency]

 


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