Abstract:
本文给出了应用连接函数计算投资组合风险值的实际例子,模拟结果显示,该方法显著优于基于联合正态分布假设的传统方法。
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Year: 2003
Language: Chinese
Cited Count:
WoS CC Cited Count: 0
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 7
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