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CAS Forum
November 01, 2014 EDT

On the Use of Stock Index Returns from Economic Scenario Generators in ERM Modeling

Michael G Wacek,
Economic Scenario GeneratorsERM ModelingStock Index ReturnsEquity Portfolio Risk
CAS Forum
Wacek, Michael G. 2014. “On the Use of Stock Index Returns from Economic Scenario Generators in ERM Modeling.” CAS Forum 2014 (November).
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