1.
Estimating the Minimum Lower Partial Moment Hedging Ratio by the Mixed Copula Method
最小下偏矩套期保值比率估计研究——基于混合copula方法
2.
Applications of Mixed Copulas Model in Chinese Stock Market;
混合Copula模型在中国股市的应用
3.
Fitting Archimedean Copula to Data
Archimedean Copula数据拟合
4.
A Copula-EVT Model Based Portfolio s VaR Measurement Study;
基于Copula-EVT模型的投资组合VaR度量研究
5.
Risk Analysis of Portfolio by Archimedean Copula;
基于阿基米德Copula的投资组合风险分析
6.
Research on VaR of Portfolio Based on Copula Theory;
基于Copula理论的投资组合VaR研究
7.
Portfolio CVaR Analyses based on the Multi-dimensional Copula Function;
基于多维Copula函数的投资组合CVaR分析
8.
Measuring Portfolio ES Risk Measure by a Copula-EVT Based Approach;
资产组合ES风险测度的Copula-EVT算法
9.
The Application of Measure Portfolio VaR Based on Copula;
Copula度量投资组合VaR的应用研究
10.
Risk Analysis of Portfolio by Copula GARCH;
基于Copula-GARCH的投资组合风险分析
11.
MODEL BUILDING FOR ASSET COMBINATION CHOICE ON COPULA;
基于Copula的资产组合选择建模研究
12.
Risk Analysis of Foreign Exchange Markets by Copula;
基于Copula的外汇投资组合风险分析
13.
Risk Analysis of Portfolio by Copula-SV Model
基于Copula-SV模型的投资组合风险分析
14.
Study on the VaR of Portfolio by Copula be Chosen
基于Copula选择的投资组合风险VaR研究
15.
Copula-based Methods of Portfolio VaR Metrics Research
基于Copula方法的投资组合VaR的度量研究
16.
Research on Composite Construction of Archimedean COPULA' Generators
阿基米德COPULA生成元的复合构造研究
17.
VaR Calculation of Portfolio Based on Multivariate Skewed Student t Copula Function
基于多元skst-Copula函数的资产组合VaR计算
18.
The Research of Investment Portfolio Selection Model Based on Copula
基于Copula的投资组合选择模型研究