关于加权相依风险的风险价值和凸风险测度的界

邢国东, 李效虎

On Bounds of Value-at-Risk and Convex Risk Measure of Portfolio of Weighted Dependent Risks

XING Guo-dong, LI Xiao-hu

数学季刊 . 2018, (4): 421 -433 . DOI: 10.13371/j.cnki.chin.q.j.m.2018.04.009