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CHAPTER 12 12 Affine TermStructure Models Monika Piazzesi Department of Economics, Stanford University, Stanford, CA Contents 1. Introduction 692 1.1. Overview 692 1.2. Why…

Documents Investment Strategy Monthly Slides October Outlook Investment Strategy & Advisory Team: Barbara M......

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Documents Investment Strategy Monthly Slides January 2012 Investment Strategy & Advisory Team: Barbara M....

Slide 1Investment Strategy Monthly Slides January 2012 Investment Strategy & Advisory Team: Barbara M. Reinhard, CFA Chief Investment Strategist, Managing Director [email protected]

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Electronic copy available at: http://ssrn.com/abstract=1314585 The Black-Litterman Model In Detail Initial: February 2007 Revised: June 20, 2014 © Copyright 2007-14: Jay…

Documents Demystifying the Newest Equity Long-Short Strategies Making the Unconventional Conventional February...

Slide 1 Demystifying the Newest Equity Long-Short Strategies Making the Unconventional Conventional February 2007 Slide 2 1 Outline The case for higher active risk Key questions…

Documents 6 - 0 Second Investment Course – November 2005 Topic Six: Measuring Superior Investment...

Slide 1 6 - 0 Second Investment Course – November 2005 Topic Six: Measuring Superior Investment Performance Slide 2 6 - 1 Estimating the Expected Returns and Measuring…