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Application of VaR-RAROC in the Performance Evaluation of Stock Funds
Fang, Jinwu[1]
2016
会议名称ICMIBI International Conference on Applied Social Science and Business (ICMIBI-ASSB 2016)
关键词Fund evaluation VaR-RAROC Stock funds
页码37-41
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/2226916
专题上海大学
作者单位[1]Shanghai Univ, Sch Econ, Shanghai, Peoples R China.
推荐引用方式
GB/T 7714
Fang, Jinwu[1]. Application of VaR-RAROC in the Performance Evaluation of Stock Funds[C]. 见:ICMIBI International Conference on Applied Social Science and Business (ICMIBI-ASSB 2016).
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