Institution: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
Release Time:2023-02-15
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
Faculty/School : Zhongtai Securities Institute for Financial Studies
Business Address : 济南市山大南路20号山东大学知新楼B1116
The Last Update Time : ..
