Portfolio integrated risk measurement and its application - VaR method based on goodness-of-fit copula functions

被引：0
|
作者：
Zhang, Jin-Qing [1 ]
Li, Xu [1 ]
机构：
[1] Institute for Financial Studies, Fudan University, Shanghai 200433, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2008年 / 28卷 / 06期
关键词：
Value engineering;
D O I：
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学科分类号：
摘要：
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页码：14 / 21
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