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Performance Measurement with Non-normal Distributions

Event information
Date 8 May 2002
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He is an associate editor of the Journal of Derivatives and has published widely. His current research interests include the role of derivatives in incomplete markets and their use in investment management.