Dynamic Asset Allocation with Event Risks under Value-at-Risk Regulation

DOI HANDLE Web Site Open Access
  • Tokinaga Shozo
    Department of Economic Engineering, Faculty of Economics, Kyushu University : Professor
  • Chen Xiaorong
    Antai School of Management, Shanghai Jiaotong University : Associate Professor

Search this article

Journal

  • 經濟學研究

    經濟學研究 73 (4), 1-22, 2007-03-30

    Society of Political Economy, Kyushu University

Keywords

Details 詳細情報について

Report a problem

Back to top