search query: @author Diez-Canedo, J. M. / total: 2
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1.
A discrete Markov chain model for valuing loan portfolios: The case of Mexican loan sales
Journal of Banking and Finance
1998 : OCT, VOL. 22:10-11, p. 1457-1480
 1998 Angel, G. F. del
Diez-Canedo, J. M.
Gorbea, E. P.
2.
On the equivalence between the safety first and minvariance criterion for portfolio selection.
European Journal of Operational Research
1982 : JUN, VOL. 10:2, p. 144-150
 1982 Diez-Canedo, J. M.
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