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

Publié en ligne: 31 janv. 2024

Reçu: 15 déc. 2023

Accepté: 20 déc. 2023

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

Mots clés

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.