First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation

XING Guodong · YANG Shanchao

系统科学与复杂性(英文) ›› 2020, Vol. 33 ›› Issue (5) : 1533-1544.

PDF(219 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(219 KB)
系统科学与复杂性(英文) ›› 2020, Vol. 33 ›› Issue (5) : 1533-1544. DOI: 10.1007/s11424-020-8037-z

First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation

    XING Guodong · YANG Shanchao
作者信息 +

First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation

    XING Guodong · YANG Shanchao
Author information +
文章历史 +

本文亮点

{{article.keyPoints_cn}}

HeighLight

{{article.keyPoints_en}}

摘要

{{article.zhaiyao_cn}}

Abstract

{{article.zhaiyao_en}}

关键词

Key words

本文二维码

引用本文

EndNote

Ris (Procite)

Bibtex

导出引用
{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2020, 33(5): 1533-1544 https://doi.org/10.1007/s11424-020-8037-z
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2020, 33(5): 1533-1544 https://doi.org/10.1007/s11424-020-8037-z
中图分类号：

参考文献

原文顺序 | 文献年度倒序 | 文中引用次数倒序

参考文献

{{article.reference}}

基金

版权

{{article.copyrightStatement_cn}}
{{article.copyrightLicense_cn}}
PDF(219 KB)

Accesses

Citation

Detail
段落导航
相关文章

/

〈 〉