1.
EVT-based Estimation of VaR and CVaR;
基于极值方法的VaR和CVaR评估
2.
Elliptical Distributions-based Estimation of VaR and TCE;
基于椭圆分布的VaR和TCE评估
3.
Evaluation of Exchange-Rate Risk Based on VaR Model in Foreign Trade Enterprises;
外贸企业基于VaR模型的汇率风险评估
4.
Evaluation of the Performance of Open-ended Funds Based on RAROC;
基于VaR的开放式基金业绩评估法RAROC
5.
The Application of VaR Model to Estimating Stock Risk;
VaR模型及其在股票风险评估中的应用
6.
Risk Assessment of Investment Market Based on VaR
基于VaR的投资业务市场风险评估
7.
The Model and Application of VaR in the Risk Evaluation of Open Foundation;
VaR模型及其在开放式基金风险评估中的应用
8.
The Improvement of VaR Calculation and Used in Evaluation of Mutual Fund;
VaR计算方法改进及其在基金绩效评估中的应用
9.
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
10.
The Application Research of VaR in Commercial Bank s Exchange Rate Risk Evaluation;
VaR在商业银行汇率风险评估中的应用研究
11.
The Research on Evaluation and Pre-warning of Financial Risk of Public Company Incorporated VaR;
融入VaR的上市公司财务风险评估及预警研究
12.
An Empirical Analysis on the Basis of VaR Method for the Risk of the Opened Fund;
基于VaR方法对开放式基金风险评估的实证研究
13.
VaR Based Evaluation Method for Impawn Rate of Stock for Combination;
基于极差VaR的股票组合质押率评估方法
14.
An Assessment of Fund Performance With RAROC Index Based on VAR;
基于VAR的RAROC指标评估证券投资基金绩效——实证分析
15.
VaR-Based Method on Estimating Warrant s Market Risk--With Bao Gang warrant for example;
基于VaR的权证市场风险评估——以宝钢认股权证为例
16.
A Study on Option Risk Measurement of VaR Index When Underlying Assert Returns are Jump-Diffusion Processes;
标的资产价格服从跳—扩散过程的期权风险评估指标VaR研究
17.
An Application of VaR Models in the Evaluation of Securities Investment Funds Performance;
VaR风险度量模型在证券投资基金绩效评估中的应用
18.
The VaR Estimating on Time-varying Copula;
基于时变Copula的VaR估计