资产组合的集成风险度量及其应用——基于最优拟合Copula函数的VaR方法

Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (6) : 14-21.

PDF(446 KB)
中国科学院数学与系统科学研究院期刊网
PDF(446 KB)
Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (6) : 14-21. DOI: 10.12011/1000-6788(2008)6-14
论文

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(446 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉