|
A determination formula on the copula-based estimation of Value at Risk for the portfolio problem |
|---|---|
| รหัสดีโอไอ | |
| Title | A determination formula on the copula-based estimation of Value at Risk for the portfolio problem |
| Creator | Naoyuki Ishimura |
| Contributor | Andres Mauricio Molina Barreto, Naoyuki Ishimura |
| Publisher | RANGSIT UNIVERSITY |
| Publication Year | 2563 |
| Keyword | Value ar Risk (VaR), Portfolio problem, Copulas, Archimedean copulas, Determination formula |
| ISBN | 978-616-421-104-9 |
| Language | EN |
| URL Website | https://rsucon.rsu.ac.th |
