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Suppose that asset returns are generated by the following single factor model: Security Estimated A 1.00 0.20 -0.01 B 1.10 0.25 0.01 C 0.9 0.19
Suppose that asset returns are generated by the following single factor model: Security Estimated A 1.00 0.20 -0.01 B 1.10 0.25 0.01 C 0.9 0.19 0 D 1.10 0.20 0 E 0.9 0.32 0.01 F 1.10 0.22 0 Assume ...
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Project Finance in Theory and Practice
Authors: Stefano Gatti
2nd edition
978-9382291589, 123919460, 978-0124157538, 978-0123919465
