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：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：14 / 21

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