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A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-RiskA Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk
- Alternative Title
- A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk
- Authors
- Kang, Kyu Ho
- Issue Date
- 15-Jun-2017
- Publisher
- Hong Kong University of Science and Technology (HKUST) Business School
- Citation
- The 1st International Conference on Econometrics and Statistics
- Conference Name
- The 1st International Conference on Econometrics and Statistics
- Place
- HK
홍콩
- Conference Date
- 2017-06-14
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