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RiskMetrics Journal - Winter 2007

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RiskMetrics Journal - Winter 2007

Feb 1, 2007

  • Portfolio Credit Spread Risk
  • Backtesting Risk Methodologies from One Day to One Year
  • Measuring Risk on Credit Indices: On the Use of the Basis
  • Developing an Equity Factor Model for Risk
  • Merger Arbitrage Risk Model 


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