A mean-VaR analysis of arbitrage arbitrage portfolios

التفاصيل البيبلوغرافية
العنوان: A mean-VaR analysis of arbitrage arbitrage portfolios
المؤلفون: Fang, Shuhong
المصدر: 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems Intelligent Computing and Intelligent Systems, 2009. ICIS 2009. IEEE International Conference on. 1:704-708 Nov, 2009
Relation: 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems (ICIS 2009)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781424447541
9781424447381
DOI:10.1109/ICICISYS.2009.5357767