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MULTI-FACTOR APPROACH FOR PRIC...
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Monte Carlo simulation
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Global journal of business research : GJBR
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Evaluation of multi-asset value at risk : evidence from Taiwan
Wu, Po-cheng
;
Kuo, Cheng-kun
;
Lee, Chih-wei
- In:
Global journal of business research : GJBR
6
(
2012
)
4
,
pp. 23-34
Persistent link: https://www.econbiz.de/10009628218
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An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015045615
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