An estimation model of value-at-risk portfolio under uncertainty
Work
Year: 2009
Type: article
Source: Fuzzy Sets and Systems
Author Yūji Yoshida
Institution The University of Kitakyushu
Cites: 42
Cited by: 63
Related to: 10
FWCI: 3.095
Citation percentile (by year/subfield): 91.23
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed