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About Fourth Quadrant Oxford Lecture
This is a slightly more technical Version of the 2010 BT lecture, Oxford University. It introduces a simple practical method to measure sensitivity of a portfolio to model error. A portfolio that has a floor set at K would have the downside shortfall.
Detailed Information
Author: | ['Stefan '] |
---|---|
Publication Year: | 2010 |
Pages: | 4 |
Language: | English |
Format: | |
Price: | FREE |
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