A STUDY OF SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIO
Bachelor's
Saved in:
Main Author: | LIU NA |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202799 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
SPECTRAL RISK MEASURE AND PORTFOLIO SELECTION
by: TOH JUN JIE
Published: (2021) -
PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
by: LIU LU
Published: (2021) -
SPECTRAL RISK MEASURES AND PORTFOLIO SELECTION: A STUDY ON EXPECTED SHORTFALL
by: NAH JIAMING JOSEPH
Published: (2021) -
SPECTRAL RISK MEASURES AND HEDGE FUND PORTFOLIO OPTIMIZATION
by: ZHANG JINGZHI
Published: (2021) -
HEDGE FUND PORTFOLIO SELECTION WITH SPECTRAL RISK MEASURES
by: CHEN SIYING
Published: (2021)