Risk Asset Portfolio Choice Models Under Three Risk Measures (CPCI-S收录) | |
Wang, Yuling[1,2]; Ma, Junhai[1]; Xu, Yuhua[3] | |
会议名称 | ADVANCED RESEARCH ON INDUSTRY, INFORMATION SYSTEMS AND MATERIAL ENGINEERING, PTS 1-7 |
关键词 | VaR CVaR Risk Management Portfolio Choice |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2060510 |
专题 | 华南理工大学 |
作者单位 | 1.[1]Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China 2.[2]Tianjin Univ Commerce, Sch Sci, Tianjin 300134, Peoples R China 3.[3]Yunyang Teachers Coll, Dept Math, Yunyang 442000, Hubei, Peoples R China |
推荐引用方式 GB/T 7714 | Wang, Yuling[1,2],Ma, Junhai[1],Xu, Yuhua[3]. Risk Asset Portfolio Choice Models Under Three Risk Measures (CPCI-S收录)[C]. 见:ADVANCED RESEARCH ON INDUSTRY, INFORMATION SYSTEMS AND MATERIAL ENGINEERING, PTS 1-7. |
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