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 Date: 2010-09-16 06:56:29Actuarial science Financial risk Mathematical finance Options Risk Put option Futures contract Risk-neutral measure Post-modern portfolio theory Financial economics Finance Investment |
| 2012 Zadolah Fathi, Hamed Ahmadinia, Javad Afrasiabishani 71DocID: 1pPhR - View Document |
| Downside Risk Alert Frequently Asked Questions This document is quite long, but we prefer to provide answers to common questions in a single document. We encourage you to read the entire document. But if time is short, bDocID: 1pBiU - View Document |
| Downside Risk Alert Introduction Downside Risk Alert Performance Avoiding losers is as important to equity portfolio performanceDocID: 1oytH - View Document |
| T Standard, Version 2.0 December 2008 I. Transition Implementation Shortfall1 1. “Implementation shortfall” shall be defined as the arithmetic difference between the return on the actual portfolio and the return on tDocID: 196qy - View Document |
| PDF DocumentDocID: 16JLH - View Document |