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Chinese Journal of Management Science ›› 2001, Vol. ›› Issue (3): 6-12.

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Mathematical Model for Security Portfolio based on Risk Measure Index and Practical Example

SHEN Xiao-chun¹, XIE Dun-li²

1. Zhejiang Security Co., Ltd, Hangzhou 310006, China;
2. Management School, Zhejiang University, Hangzhou 310028, China

Received:2000-12-22 Online:2001-06-28 Published:2012-03-06

Abstract

CLC Number:

C931:F224

SHEN Xiao-chun, XIE Dun-li. Mathematical Model for Security Portfolio based on Risk Measure Index and Practical Example[J]. Chinese Journal of Management Science, 2001, (3): 6-12.

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Mathematical Model for Security Portfolio based on Risk Measure Index and Practical Example

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