1.
Estimation and Calculation of VaR and CVaR;
VaR和CVaR风险值的估计和计算
2.
Applications of VaR and CVaR in the Portfolio Theory;
VaR和CVaR在证券投资组合决策中的应用
3.
The Storage and Procurement Model Based on the Algorithm of VaR and CVaR;
基于VaR和CVaR技术的采购存储策略模型
4.
EVT-based Estimation of VaR and CVaR;
基于极值方法的VaR和CVaR评估
5.
Optimal Estimation of Value-at-Risk and Conditional Value-at-Risk;
金融资产的VaR和CVaR风险的优良估计
6.
VaR and CVaR Methods for Risk Evaluation of Portfolio and Empirical Study;
投资组合风险评估的VaR和CVaR方法及实证分析
7.
Studies on VaR and CVaR for High Frequency Data Based on Extreme Value Theory;
极值理论在高频数据中的VaR和CVaR风险价值研究
8.
The Application of VaR and CVaR Used in the Interest Rate Risk Management of Commercial Banks
VaR和CVaR在商业银行利率风险管理中的应用
9.
Securities Market Risk Measurement Based on VaR and CVaR Models and Empirical Research;
基于VaR和CVaR方法的我国证券市场风险度量与实证分析
10.
The Application of the Extreme Value Theory in VaR and CVaR on Shanghai Stock Market;
极值理论在VaR和CVaR中的应用及对沪市的实证研究
11.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
12.
Optimal Model of Loans Portfolio Based on CVaR Risk Measurement and VaR Control
基于CVaR风险度量和VaR风险控制的贷款组合优化模型
13.
The Research and Application of VaR and CVaR Based on Stable Distribution;
稳定分布下的VaR与CVaR研究及实证
14.
The Application and Comparison of VaR and CVaR in the Financial Risk Management;
VaR与CVaR在金融风险测度中的应用
15.
Contrast Study and Empirical Analysis of VaR and CVaR;
VaR与CVaR的对比研究及实证分析
16.
RAROC:Using CVaR and Using VaR;
CVaR、VaR应用在RAROC的比较研究
17.
Application of Monte-Carlo simulation in VaR and CVaR;
Monte-Carlo模拟在VaR与CVaR中的应用
18.
A Research on the Accuracy of VaR and CVaR Sample Quantile Estimate
VaR与CVaR样本分位数估计精度的研究