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A Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk

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dc.contributor.authorKang, Kyu Ho-
dc.date.accessioned2021-08-28T09:29:29Z-
dc.date.available2021-08-28T09:29:29Z-
dc.date.created2021-04-22-
dc.date.issued2017-03-25-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/24960-
dc.publisher고려대학교 BK21+ 한국경제사업단, 게이오 대학교, 홍콩과기대-
dc.titleA Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk-
dc.title.alternativeA Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk-
dc.typeConference-
dc.contributor.affiliatedAuthorKang, Kyu Ho-
dc.identifier.bibliographicCitationThe 2nd Conference on International Macroeconomics and Finance-
dc.relation.isPartOfThe 2nd Conference on International Macroeconomics and Finance-
dc.relation.isPartOfA Bayesian Method for Foreign Currency Portfolio Optimization of Conditional Value-at-Risk-
dc.citation.titleThe 2nd Conference on International Macroeconomics and Finance-
dc.citation.conferencePlaceKO-
dc.citation.conferenceDate2017-03-24-
dc.type.rimsCONF-
dc.description.journalClass1-
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