基于时间加权历史模拟法的VaR来构建最优投资组合.pdfVIP

Statistical and Application 统计学与应用, 2014, 3, 107-115 Published Online September 2014 in Hans. /journal/sa /10.12677/sa.2014.33015 Construct the Optimal Portfolio Based on VaR of Time-Weighted History Simulation Method 1 1 2 Xingqi Li , Hanquan Wang , Wen Gan 1 School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming 2 International Business School, Yunnan University of Finance and Economics, Kunming Email: 1835041693@