Year 2011
Authors HUI-MEI LIU
Paper Title Huimei Liu*;Chia-Hao Chan, 2011.05, 'Best Possible Upper Bound on VaR for Dependent Portfolio Risk, ' ICIC Express Letters, Vol.5, No.5, pp.1705-1800.(EI)(*為通訊作者)
Vol.No 327341
Date of Publication 2011-05-01