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Q4980273 - MaRDI portal

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scientific article; zbMATH DE number 6311081
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scientific article; zbMATH DE number 6311081

    Statements

    author
    Chongqi Zhang
    0 references
    Shuying Ye
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    publication date
    30 June 2014
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    zbMATH Keywords
    risk measure
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    VaR
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    investment portfolio
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    risk measure model
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    Identifiers

    zbMATH DE Number
    6311081
    0 references
     
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