A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kang, Kyu Ho | - |
dc.date.accessioned | 2021-08-28T09:29:29Z | - |
dc.date.available | 2021-08-28T09:29:29Z | - |
dc.date.created | 2021-04-22 | - |
dc.date.issued | 2017-03-25 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/24960 | - |
dc.publisher | 고려대학교 BK21+ 한국경제사업단, 게이오 대학교, 홍콩과기대 | - |
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 2nd Conference on International Macroeconomics and Finance | - |
dc.relation.isPartOf | The 2nd Conference on International Macroeconomics and Finance | - |
dc.relation.isPartOf | A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk | - |
dc.citation.title | The 2nd Conference on International Macroeconomics and Finance | - |
dc.citation.conferencePlace | KO | - |
dc.citation.conferenceDate | 2017-03-24 | - |
dc.type.rims | CONF | - |
dc.description.journalClass | 1 | - |
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