VaRとCVaRのポ...

VaRとCVaRのポートフォリオ分析への適用--創業板のケース

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VaRとCVaRのポートフォリオ分析への適用--創業板のケース

Call No. (NDL)
Z22-1539
Bibliographic ID of National Diet Library
10975069
Material type
記事
Author
松本 直樹ほか
Publisher
松山 : 松山大学総合研究所
Publication date
2010-10
Material Format
Paper
Journal name
松山大学論集 22(4) (通号 316) 2010.10
Publication Page
p.231~247
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Paper

Material Type
記事
Author/Editor
松本 直樹
陳 傑
Author Heading
Alternative Title
Applications of VaR and CVaR to portfolio analysis: a case of the growth enterprise board in China
Periodical title
松山大学論集
No. or year of volume/issue
22(4) (通号 316) 2010.10
Volume
22
Issue
4
Sequential issue number
316