RESEARCH ON MARKET RISK MEASURE FOR PORTFOLIO COMPOSED OF STOCKS BASED ON CORRELATION MODELS

FENG Ling,WU Jiangqiao

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (12) : 2307-2324.

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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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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (12) : 2307-2324. DOI: 10.12341/jssms13009

RESEARCH ON MARKET RISK MEASURE FOR PORTFOLIO COMPOSED OF STOCKS BASED ON CORRELATION MODELS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(12): 2307-2324 https://doi.org/10.12341/jssms13009

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