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labfans · 2009-04-09, 02:47

By combining two increasingly popular statistical methods, you can efficiently manage risk and characterize the behavior of portfolios during financial and economic crises.

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2009-04-09, 02:47	#1
labfans 论坛管理员注册日期: 2007-04-03 帖子: 784 声望力: 5	Modeling Market Risk Using Extreme Value Theory and Copulas By combining two increasingly popular statistical methods, you can efficiently manage risk and characterize the behavior of portfolios during financial and economic crises. 更多...