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Keyword: mean variance

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Time to Kick VaR to the Curb

Time to Kick VaR to the Curb

Or, how two moment mean-variance killed modern finance theory.

July 5, 2010 September 13, 2019
13:13

Modern Portfolio Theory vs. Practice

Modern Portfolio Theory vs. Practice

A discussion of Benjamin Graham and risk.

By: Bruce Grantier
April 21, 2010 September 13, 2019
11:43