Expected Shortfall Modeling in Optimizing Credit Risk Portfolioand Its Solution Based on the Non-Numerical Algorithms

Yuan Rui ZHAN;Jian Long ZHANG

Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (5) : 63-67.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (5) : 63-67. DOI: 10.12011/1000-6788(2005)5-63
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Expected Shortfall Modeling in Optimizing Credit Risk Portfolioand Its Solution Based on the Non-Numerical Algorithms

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2005, 25(5): 63-67 https://doi.org/10.12011/1000-6788(2005)5-63

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