Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Jiang, Xiang Lin"'
VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
Publikováno v:
European Journal of Operational Research. 223:106-115
This paper proposes the way of setting the dynamic impawn rate by dividing the impawn periods into different risk windows. In an efficient financial market, the return is hypothetically independent, while in a pledged inventory market where spot tran
Publikováno v:
Advanced Materials Research; February 2013, Vol. 661 Issue: 1 p145-149, 5p
Publikováno v:
Applied Mechanics and Materials; November 2012, Vol. 226 Issue: 1 p1604-1608, 5p
Publikováno v:
Applied Mechanics and Materials; May 2012, Vol. 178 Issue: 1 p2140-2143, 4p
Publikováno v:
Applied Mechanics and Materials; September 2011, Vol. 105 Issue: 1 p1342-1345, 4p
Publikováno v:
Advanced Materials Research; May 2011, Vol. 250 Issue: 1 p2814-2817, 4p
Publikováno v:
Xitong Gongcheng Lilun yu Shijian (Systems Engineering Theory & Practice). jan2015, Vol. 35 Issue 1, p1-16. 16p.