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姚京
副教授
Supervisor of Master's Candidates
Name (Pinyin):Yao Jing
E-Mail:yaojing@fudan.edu.cn
School/Department:经济学院
Education Level:研究生毕业
Degree:博士学位
Professional Title:副教授
Academic Titles:科研人员
Discipline: Finance
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Academic Achievements
Behavior patterns of investment strategies under Roy's safety-first principle
Dec 6, 2021
|
Journal:
QUARTERLY REVIEW OF ECONOMICS AND FINANCE
Document Code:
SY100684
Volume:
50
Issue:
2
Page Number:
167-179
Translation or Not:
no
Date of Publication:
Jan 1, 2010
Pre One: Beta coefficient based on value-at-risk: Estimation methods and empirical analysis