Calculation method for portfolio's value at risk based on principal factor analysis

التفاصيل البيبلوغرافية
العنوان: Calculation method for portfolio's value at risk based on principal factor analysis
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