Optimal portfolio and VaR of KOSPI200 using One-factor model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2015
ISSN: 1598-9402
DOI: 10.7465/jkdi.2015.26.2.323