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View Model Detail:

Reference Number : 13
Model Name : Litterman and Scheinkman Model
Classification # : 50201
Level : intermediate
Version Number : 1
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : bond model
Issuer/Modeler : corporations
File Type: present value model
Risk Sources: interest rate
Risk Distribution : normal
Economic Assumption : perfect capital market
Description :


 

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