Portfolio optimization model for banks based on Monte Carlo simulation and the constraint of VaR technology
Release Time:2022-10-08 Hits:
Date of Publication: 2022-10-07
Journal: Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice
Institution: 经济管理学院
Volume: 26
Issue: 7
Page Number: 66-76
ISSN: 1000-6788