• 1.

  Financial Risk Modeling with Markova Chain

  Writer : Rahnamay Roodposhti، Fraydoon ؛ Vaezi Ashtiani، Hamid Reza ؛ Esmaeili، Bahman ؛

  Journal:International Journal of Finance, Accounting and Economics Studies»Autumn 2012 & Winter 2013, Volume 2 - Number 3 (‎6 page(s) - From 23 to 28 )

  Keywords:Value at RiskOptimal portfolioMarkovian ChainTransition Probability MatricsConditional Value at Risk

  Journal Article Download Abstract Related articles Others recommend to see

Related keywords