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Showing 1 to 2 of 2 for “"produits dérivés"”.
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Analyse de l’intégration de produits dérivés dans un référentiel rendement-risque
We present a model which aims at integrating derivatives into a portfolio management tool, taking into account the first four moments of the distributions of the assets it analyzes. We propose a new approach by regarding any optional asset as a portfolio made up of four basic assets which …