Open AccessConstructing the Optimal Portfolio Based on VaR of Time-Weighted History Simulation Method
Author(s) -
兴奇 李
Publication year - 2014
Publication title -
tong ji xue yu ying yong
Language(s) - English
Resource type - Journals
eISSN - 2325-226X
pISSN - 2325-2251
DOI - 10.12677/sa.2014.33015
Subject(s) - portfolio , portfolio optimization , computer science , econometrics , mathematical optimization , mathematics , economics , financial economics