keyword Transition Probability Matrics / (1 Article)
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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