Implementable tail risk management: An empirical analysis of CVaR-optimized carry trade portfolios
- 期刊名称Journal of Derivatives & Hedge Funds
- 作者Hakan Kaya,Wai Lee,Bobby Pornrojnangkool
- 卷第17卷
- 期第4期
- 电子ISSN1753-965X
- 文件大小1283.98KB
- 发表时间2011-11
- DOI10.1057/jdhf.2011.15
- 页码341-356
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