Replicating portfolios : an introduction : analysis and illustrations

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<rdf:Description>
<dc:creator>Boekel, Peter</dc:creator>
<dc:date>2009</dc:date>
<dc:description xml:lang="es">Sumario: Replicating portfolios -- Link with risk management -- How to derive the replicating portfolio -- Limitations of replicating portfolios -- Cluster modelling: an alternative to replicating portfolios? -- The holistic relationship of replicating portfolios and cluster modelling -- Examples</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/127015.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Millan</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Replicación de activos y pasivos</dc:subject>
<dc:subject xml:lang="es">Activos financieros</dc:subject>
<dc:subject xml:lang="es">Cartera de seguros</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Replicating portfolios : an introduction : analysis and illustrations</dc:title>
<dc:relation xml:lang="es">Milliman Research Report</dc:relation>
</rdf:Description>
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