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Frank J. Fabozzi
Information about the author Frank J. Fabozzi will soon be added to the site.
Found
2 papers
in total
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An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
2007
This paper presents a model for optimally designing a collateralized mortgage...
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
2007
To deal with the robust portfolio selection problem where only partial information on...
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