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

Publicado en línea: 31 ene 2024

Recibido: 15 dic 2023

Aceptado: 20 dic 2023

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

Palabras clave

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.