Multiple mental account portfolio’s VaR model and fund risk management based on Copula theory

LI Ping;HUANG Guang-dong;LU Yang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (5) : 799-804.

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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 ›› 2011, Vol. 31 ›› Issue (5) : 799-804. DOI: 10.12011/1000-6788(2011)5-799
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Multiple mental account portfolio’s VaR model and fund risk management based on Copula theory

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(5): 799-804 https://doi.org/10.12011/1000-6788(2011)5-799

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