Year 2010
Authors MENG-LAN YUEH
Paper Title Meng-Lan Yueh*;Mark C. W. Wong, 2010.03, 'Analytical VaR and Expected Shortfall for Quadratic Portfolios, ' Journal of Derivatives, Vol.2010, No.1, pp.1-12.(SSCI)(*為通訊作者)
Vol.No 303710
Date of Publication 2010-03-01