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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
25-3월-2017
Publisher
고려대학교 BK21+ 한국경제사업단, 게이오 대학교, 홍콩과기대
Citation
The 2nd Conference on International Macroeconomics and Finance
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/24960
Conference Name
The 2nd Conference on International Macroeconomics and Finance
Place
KO
Conference Date
2017-03-24
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College of Political Science & Economics > Department of Economics > 2. Conference Papers

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