A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk

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2018.05.25
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3234
키워드
C-VaR Portfolio Optimization Foreign Currency Bayesian Method MSV
담당부서
Economic Research Institute (02-759-5491)
첨부파일

Date : November 22, 2016


Speaker : Kyuho Kang (Korea University)

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