Matches in SemOpenAlex for { <https://semopenalex.org/work/W2369062335> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2369062335 abstract "Proposing three liquidity indexes,this paper establishes three VaR models to measure market and liquidity risk based on BDSS,and Kurtosis adjusted VaR Model considering the kurtosis of time series.Applying the VaR,adjusted VaR and three VaR models based on liquidity index,this paper makes empirical analysis of samples in China's securities market,discusses synthetic management for market and liquidity risk of fund portfolios." @default.
- W2369062335 created "2016-06-24" @default.
- W2369062335 creator A5000728704 @default.
- W2369062335 date "2010-01-01" @default.
- W2369062335 modified "2023-09-25" @default.
- W2369062335 title "Market and Liquidity Risk Analysis of Fund Portfolios Based on VaR and BDSS Models" @default.
- W2369062335 hasPublicationYear "2010" @default.
- W2369062335 type Work @default.
- W2369062335 sameAs 2369062335 @default.
- W2369062335 citedByCount "0" @default.
- W2369062335 crossrefType "journal-article" @default.
- W2369062335 hasAuthorship W2369062335A5000728704 @default.
- W2369062335 hasConcept C105795698 @default.
- W2369062335 hasConcept C106159729 @default.
- W2369062335 hasConcept C133029050 @default.
- W2369062335 hasConcept C136764020 @default.
- W2369062335 hasConcept C144133560 @default.
- W2369062335 hasConcept C149782125 @default.
- W2369062335 hasConcept C162324750 @default.
- W2369062335 hasConcept C166963901 @default.
- W2369062335 hasConcept C183582576 @default.
- W2369062335 hasConcept C189259953 @default.
- W2369062335 hasConcept C2777382242 @default.
- W2369062335 hasConcept C2777871818 @default.
- W2369062335 hasConcept C33923547 @default.
- W2369062335 hasConcept C41008148 @default.
- W2369062335 hasConcept C556758197 @default.
- W2369062335 hasConcept C73858035 @default.
- W2369062335 hasConceptScore W2369062335C105795698 @default.
- W2369062335 hasConceptScore W2369062335C106159729 @default.
- W2369062335 hasConceptScore W2369062335C133029050 @default.
- W2369062335 hasConceptScore W2369062335C136764020 @default.
- W2369062335 hasConceptScore W2369062335C144133560 @default.
- W2369062335 hasConceptScore W2369062335C149782125 @default.
- W2369062335 hasConceptScore W2369062335C162324750 @default.
- W2369062335 hasConceptScore W2369062335C166963901 @default.
- W2369062335 hasConceptScore W2369062335C183582576 @default.
- W2369062335 hasConceptScore W2369062335C189259953 @default.
- W2369062335 hasConceptScore W2369062335C2777382242 @default.
- W2369062335 hasConceptScore W2369062335C2777871818 @default.
- W2369062335 hasConceptScore W2369062335C33923547 @default.
- W2369062335 hasConceptScore W2369062335C41008148 @default.
- W2369062335 hasConceptScore W2369062335C556758197 @default.
- W2369062335 hasConceptScore W2369062335C73858035 @default.
- W2369062335 hasLocation W23690623351 @default.
- W2369062335 hasOpenAccess W2369062335 @default.
- W2369062335 hasPrimaryLocation W23690623351 @default.
- W2369062335 hasRelatedWork W1484645538 @default.
- W2369062335 hasRelatedWork W1525303399 @default.
- W2369062335 hasRelatedWork W1925126314 @default.
- W2369062335 hasRelatedWork W1965881945 @default.
- W2369062335 hasRelatedWork W2023223679 @default.
- W2369062335 hasRelatedWork W2120048763 @default.
- W2369062335 hasRelatedWork W2163896234 @default.
- W2369062335 hasRelatedWork W2290515313 @default.
- W2369062335 hasRelatedWork W2359570764 @default.
- W2369062335 hasRelatedWork W2368691646 @default.
- W2369062335 hasRelatedWork W2376917910 @default.
- W2369062335 hasRelatedWork W2377940954 @default.
- W2369062335 hasRelatedWork W2383214964 @default.
- W2369062335 hasRelatedWork W2564465938 @default.
- W2369062335 hasRelatedWork W2784947655 @default.
- W2369062335 hasRelatedWork W2785537558 @default.
- W2369062335 hasRelatedWork W3033675811 @default.
- W2369062335 hasRelatedWork W3118775596 @default.
- W2369062335 hasRelatedWork W3201167162 @default.
- W2369062335 hasRelatedWork W2232498662 @default.
- W2369062335 isParatext "false" @default.
- W2369062335 isRetracted "false" @default.
- W2369062335 magId "2369062335" @default.
- W2369062335 workType "article" @default.