国外风险价值模型研究现状
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外国经济与管理 2005 年 第 27 卷第 06 期, 页码：44 - 51
摘要
参考文献
摘要
风险价值模型是当今金融风险管理领域广泛使用的工具。本文归纳了风险价值基本模型存在的局限性以及学者们对此模型进行的各种改进;然后从信用风险和流动性风险的角度分别介绍了国外学者对风险价值模型的近期研究,并提出了风险价值理论进一步研究的方向。
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[22]LeSaout,Erwan.IncorporatingliquidityriskinVaRmodels[R].UniversitydeRennesWorkingPaper,2001,11:144-189.
引用本文
徐元铖. 国外风险价值模型研究现状[J]. 外国经济与管理, 2005, 27(6): 44–51.
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