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Publisher: Palgrave Macmillan

Volume 11, Number 4, 1 October 2010

On the risk-return profile of leveraged and inverse ETFs
pp. 219-228(10)
Author: Giese, Guido

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The Black–Litterman model explained
pp. 229-243(15)
Author: Cheung, Wing

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The predictive power of value-at-risk models in commodity futures markets
pp. 261-285(25)
Authors: Füss, Roland; Adams, Zeno; Kaiser, Dieter G

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Using the Black and Litterman framework for stress test analysis in asset management
pp. 286-297(12)
Authors: Giacometti, Rosella; Mignacca, Domenico

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Does premium impact Exchange-Traded Funds’ returns? Evidence from iShares
pp. 298-308(11)
Author: Rompotis, Gerasimos Georgiou

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