Financial investment risk analysis and countermeasures research based on CVaR-GARCH model

Published Online: Jan 31, 2024

Received: Dec 15, 2023

Accepted: Dec 20, 2023

DOI: https://doi.org/10.2478/amns-2024-0125

Keywords

CVaR, GARCH, Financial risk investment, Portfolio optimization, Return on assets

© 2024 Yongsheng Wang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.