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Asset Management
Credit Derivatives
Incomplete Markets
Market Risk
Non-Gaussianity
Portfolio Optimization when assets have the gaussian mixture distribution
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Proceedings of the Mercado de Futuros, Madrid 2002
Asset Management
Distressed considerations in the construction of hedge fund portfolios
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Canadian Hedge Watch, June 2002
Asset Management
The Brennan-Schwartz context for asset allocation
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Master's thesis. 2000 - Department of Mathematics. University of Toronto
Asset Management
