机译:风险价值和条件风险价值的蒙特卡罗方法:综述
P7510, Academic 1, Department of Economics and Finance and Department of Management Sciences, College of Business, City University of Hong Kong, Hong Kong, China;
School of Economics and Management, Tongji University, No. 1239 Siping Road, Yangpu District, Shanghai, China;
G7516, Academic 1, Department of Management Sciences, City University of Hong Kong, Hong Kong, China;
Financial risk management; value-at-risk; conditional value-at-risk;
机译:风险值受限程序的条件风险值逼近:通过蒙特卡洛的补救措施
机译:风险价值,条件风险价值及其敏感性的蒙特卡洛估计
机译:一种随机模糊的产品组合选择DEA模型,使用价值 - 风险和条件值 - 风险
机译:蒙特卡罗和拟蒙特卡罗方法模拟非线性产品组合价值 - 风险
机译:通过随机化Quasi-Monte Carlo方法和比较分析的价值 - 风险和预期的短缺估计
机译:依赖条件值 - 常规风险的风险
机译:风险价值,条件价值风险及其敏感性的蒙特卡洛估计