风险依赖、一致性风险度量与投资组合——基于Mean-Copula-CVaR的投资组合研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-7246|volume|10|159-173

ISSN: 1002-7246

Source: 金融研究, Vol.volume, Iss.10, 2016-01, pp. : 159-173

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Abstract