مؤتمر
Calculation method for portfolio's value at risk based on principal factor analysis
العنوان: | Calculation method for portfolio's value at risk based on principal factor analysis |
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المؤلفون: | Sanping Li, Chengxian Xu, Honggang Xue |
المصدر: | Proceedings of ICSSSM '05. 2005 International Conference on Services Systems and Services Management, 2005. Services systems and services management Services Systems and Services Management, 2005. Proceedings of ICSSSM '05. 2005 International Conference on. 2:1233-1236 Vol. 2 2005 |
Relation: | 2005 International Conference on Services Systems and Services Management |
قاعدة البيانات: | IEEE Xplore Digital Library |
ردمك: | 0780389719 9780780389717 |
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تدمد: | 21611890 21611904 |
DOI: | 10.1109/ICSSSM.2005.1500194 |