Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Lechuan Yin"'
Publikováno v:
ICBK
This paper proposes a novel Mixed-copula VaR (MCV) model for financial portfolio risk management and a novel investment strategy based on it. VaR (Value at Risk) is a traditional risk metric in computational finance to measure how much a set of inves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd50378cc96dc4328b553b501df20aeb
https://doi.org/10.1109/icbk.2018.00060
https://doi.org/10.1109/icbk.2018.00060
Publikováno v:
2017 IEEE International Conference on Smart Grid and Smart Cities (ICSGSC).
According to the United Nations, economically prosperity, socially equity and environmentally sustainability are the core concepts of Smart Growth. Thus four indicators are defined which reflect these concepts. They are City Area and GDP Per Capita (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6313c9b419a85702820dd7592ce90dc
https://doi.org/10.1109/icsgsc.2017.8038593
https://doi.org/10.1109/icsgsc.2017.8038593