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~isPartOf:"Economic modelling"
~person:"Chen, Hong"
~person:"Li, Jie"
~subject:"Conditional value at risk"
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Conditional value at risk
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The sovereign property of foreign reserve investment in China : a CVaR approach
Li, Jie
;
Huang, Huaxia
;
Xiao, Xiao
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1524-1536
Persistent link: https://www.econbiz.de/10009667289
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