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A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kang, Kyu Ho | - |
| dc.date.accessioned | 2021-08-28T07:26:58Z | - |
| dc.date.available | 2021-08-28T07:26:58Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2017-06-15 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/23681 | - |
| dc.publisher | Hong Kong University of Science and Technology (HKUST) Business School | - |
| dc.title | A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk | - |
| dc.title.alternative | A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Kang, Kyu Ho | - |
| dc.identifier.bibliographicCitation | The 1st International Conference on Econometrics and Statistics | - |
| dc.relation.isPartOf | The 1st International Conference on Econometrics and Statistics | - |
| dc.relation.isPartOf | A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk | - |
| dc.citation.title | The 1st International Conference on Econometrics and Statistics | - |
| dc.citation.conferencePlace | HK | - |
| dc.citation.conferencePlace | 홍콩 | - |
| dc.citation.conferenceDate | 2017-06-14 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
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