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URL:  http://boards.fool.com/peter-xyz-have-you-read-chris-mays-book-12944287.aspx

Subject:  Re: MPT and Efficient Frontier Date:  7/18/2000  12:26 PM
Author:  solasis Number:  41 of 297

peter xyz,

have you read chris may's book Non-linear Pricing ?

expensive but definitely worth the price imho.

regarding super-cat, i agree with your general assumptions. past history indicates that large super-cat events improve pricing in the subsequent