1.
A Copula-EVT Model Based Portfolio s VaR Measurement Study;
基于Copula-EVT模型的投资组合VaR度量研究
2.
Research on VaR of Portfolio Based on Copula Theory;
基于Copula理论的投资组合VaR研究
3.
Decomposition of Portfolio Value at Risk and Standard Deviation and Its Application;
投资组合VaR和标准差的分解及其应用
4.
Analysing the Impact of Tail Dependence on Portfolio VaR;
尾部相关性对投资组合VaR的影响分析
5.
The Application of Measure Portfolio VaR Based on Copula;
Copula度量投资组合VaR的应用研究
6.
A Study of Portfolio VaR Method Based on g-h Distribution;
基于g-h分布的投资组合VaR方法研究
7.
Decomposing Portfolio Value-at-Risk Based on Linear Local Approximation Method;
基于局部线性近似的投资组合VaR分解
8.
Copula-based Methods of Portfolio VaR Metrics Research
基于Copula方法的投资组合VaR的度量研究
9.
Applications of VaR and CVaR in the Portfolio Theory;
VaR和CVaR在证券投资组合决策中的应用
10.
Dynamic Optimal Portfolio in a VaR Framework;
基于VaR控制下的动态优化投资组合
11.
Portfolio Optimization Based on the VaR-ARCH Framework;
VaR-ARCH框架下的投资组合最优化
12.
Portfolio Selection Decision Based on Risk Measurement of VaR;
基于VaR风险测度的投资组合决策
13.
Mean-VaR and Dynamic Portfolio Models Analysis;
均值-VaR与动态投资组合模型分析
14.
An analysis of portfolio decision model under the VaR constraint;
VaR约束下的投资组合决策模型分析
15.
Mean-VaR Based Portfolio Optimization;
基于均值-VaR的投资组合最优化
16.
Optimal Portfolio Model Based on VaR and Two-Fund Separation;
基于VaR和两基金分离的投资组合模型
17.
A Portfolio Optimization Method Based on VaR Model;
基于VaR的证券投资组合优化方法
18.
Empirical Study on Portfolio Theory Introducing VaR and ES Constraint;
引入VaR和ES约束的投资组合理论实证