| The Portfolio Model with RCaR Constraint and Its Application | |
| Chen, Wei; Sun, Pingna; Jia, Shanghui | |
| 2010 | |
| 会议名称 | CMSA Overall United Planning Symposium |
| 会议日期 | NOV 05-08, 2010 |
| 关键词 | Portfolio investment Capital-at-Risk Short selling Relative Capital-at-Risk |
| 页码 | 124-128 |
| 收录类别 | CPCI-S ; CPCI-SSH |
| 会议录 | 2010 CMSA OVERALL UNITED PLANNING SYMPOSIUM (OUPS 2010)
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| 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/6065534 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Econ, Jinan, Shandong, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Chen, Wei,Sun, Pingna,Jia, Shanghui. The Portfolio Model with RCaR Constraint and Its Application[C]. 见:CMSA Overall United Planning Symposium. NOV 05-08, 2010. |
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