New Methods for Market Risk Assessment in Financial Econometrics
博士 === 國立臺灣大學 === 經濟學研究所 === 93 === Financial risk management is a core field in finance in which risk assessment plays a key role. Risk measures have been widely applied to pricing, hedging, portfolio optimization, capital allocation and performance evaluation. Over decades, the measurement of risk...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09395673754257909860 |