Year | 2010 |
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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 |