Korean J Financ Stud Search

CLOSE


Korean Journal of Financial Studies 2006;35(3):175-205.
Published online June 30, 2006.
Comparative Analysis of Portfolio Risk Measures based on EVT-Copula Approach during Financial Crises
Se Kyung Oh, Seong Ju Moon
금융위기하에서 포트폴리오 위험척도의 비교
오세경, 문성주
Key Words: 포트폴리오 위험척도,EVT-Copula,Expected Shortfall,Portfolio Risk Measures,Value-at-Risk,Variance-Covariance Method
TOOLS
Share :
Facebook Twitter Linked In Google+ Line it
METRICS Graph View
  • 135 View
  • 0 Download
Related articles in Korean J Financ Stud

A Performance Analysis of Investment Strategies Based on PER and Related Financial Variables2000 ;27(1)



ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2021 by Korean Securities Association.

Developed in M2PI

Close layer
prev next