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筛选: 创造者 Malfas, Gregory P.

HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK

关键词:

Monte Carlo Simulations, Value-at-risk, and Portfolio Risk

创造者:

Malfas, Gregory P.

Advisor:

Vermes, Domokos

出版者:

Worcester Polytechnic Institute

创建日期:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences