Affiliation of Author(s): : 中泰证券金融研究院
Title of Paper: : A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy
Journal: : METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
Key Words: : CPPI;Portfolio insurance;Risk measures;SlideVaR
First Author: : 胡文涛
Document Code: : 1523583671842377729
Number of Words: : 120
Translation or Not: : no
Date of Publication: : 2022-03-22
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctor
Status : Employed
School/Department : 中泰证券金融研究院
Date of Employment : 1998-07-01
Business Address : 济南市山大南路20号山东大学知新楼B1116
Contact Information : 济南市山大南路20号山东大学知新楼B1116
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