Open AccessEmpirical Analysis of Stock Risk Based on VaR and CVaR
Author(s) -
子赫 李
Publication year - 2017
Publication title -
jin rong
Language(s) - English
Resource type - Journals
eISSN - 2161-0967
pISSN - 2161-0975
DOI - 10.12677/fin.2017.75026
Subject(s) - cvar , econometrics , stock (firearms) , business , economics , actuarial science , financial economics , risk analysis (engineering) , expected shortfall , engineering , portfolio , mechanical engineering