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ashkar
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Posts: 274
Joined: October 17th, 2011, 9:25 am

Good references on Asset allocation

June 18th, 2015, 8:42 am

Hi GuysI have derivs pricing background so no previous experience in this. The business want to offer a backtesting tool for clients. The offerings will include indices/ss and liquid vanilla/varswaps. Currently we are just exploring ideas.Could you suggest good references discussing current trends methods + theory/algorithms behind asset allocation/optimisation.thx
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