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نویسنده : Rahnamay Roodposhti، Fraydoon ؛ Vaezi Ashtiani، Hamid Reza ؛ Esmaeili، Bahman ؛
مجله:International Journal of Finance, Accounting and Economics Studies»Autumn 2012 & Winter 2013, Volume 2 - Number 3 (6 صفحه - از 23 تا 28 )
کلیدواژه ها:Value at RiskOptimal portfolioMarkovian ChainTransition Probability MatricsConditional Value at Risk