1.
Measuring Risk of Financial Markets: Based on Extreme Spectral Risk Measures
基于极值谱风险测度的金融市场风险度量
2.
Research on Futures Hedging Model Based on Geometric Spectral Measure of Risk;
基于几何谱风险测度的期货套期保值模型研究
3.
Setting up of Dynamic Margin of Futures Based on Spectral Risk Measurement of Extreme Value
基于极值谱风险测度的动态保证金水平设定
4.
The Risk Measures Based on Minkowski Gauge;
基于Minkowski测度的风险度量
5.
An Research on the Measurement of the Banking Systematic Risk Based on the Risk of Infection
基于风险传染角度下银行系统性风险测度研究
6.
Analysis of Investments Portfolio Model Based on Spectral Risk Measures
基于谱风险度量的投资组合优化模型研究
7.
The Application and Comparison of VaR and CVaR in the Financial Risk Management;
VaR与CVaR在金融风险测度中的应用
8.
Study on Financial Risk Measurement and Conditional Value-at-Risk;
金融风险测度及CVaR方法的研究
9.
An Research on CVaR Financial Risk Measurement Based on GARCH Model;
基于GARCH模型的CVaR金融风险测度研究
10.
The Statistical Research of Finance Risk Measurement on VaR Method;
基于VaR法的金融风险测度统计研究
11.
Portfolio Selection Decision Based on Risk Measurement of VaR;
基于VaR风险测度的投资组合决策
12.
Dynamic VaR Risk Measures Based on EVT-BM-FIGARCH;
基于EVT-BM-FIGARCH的动态VaR风险测度
13.
Study on dynamic risk measurement based on G JR and EVT;
基于GJR模型的EVT动态风险测度研究
14.
Measuring models for risk defender capability of commercial bank;
国有商业银行风险控制能力测度模型
15.
Measuring Portfolio ES Risk Measure by a Copula-EVT Based Approach;
资产组合ES风险测度的Copula-EVT算法
16.
Estimation on the VaR Based on ARCH Models;
ARCH类模型在风险价值测度中的应用
17.
GAVaR Model of Risk Measure of Convertible Bonds;
可转换债券风险测度的新方法——GAVaR模型
18.
Study on the Techniques of Financial Risk Measurement in the Situation of Small Sample;
小样本下的金融风险测度的技术研究