1.
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
2.
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
3.
EVT-based Estimation of VaR and CVaR;
基于极值方法的VaR和CVaR评估
4.
Comparsion of the VaR Method and the CVaR Method in Financial Risk Measure and Their Applications;
金融风险度量VaR与CVaR方法的比较研究及应用
5.
Estimation and Calculation of VaR and CVaR;
VaR和CVaR风险值的估计和计算
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
A New VaR Method: g-h VaR;
一种新型的VaR计算方法:g-h VaR法
15.
Study on Financial Risk Measurement and Conditional Value-at-Risk;
金融风险测度及CVaR方法的研究
16.
The CVaR method of risk management and its simplified model;
风险管理的CVaR方法及其简化模型
17.
Extreme VaR and its Empirical Analysis Based on EVT and Bootstrap Method;
基于极值理论和Bootstrap方法的E-VaR研究和实证分析
18.
Beta coefficient based on value-at-risk:estimation methods and empirical analysis
VaR风险度量下的β系数:估计方法和实证研究