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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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