Vol. No.(), Paper ID 11825, 5 pages

DOI:

 

Study on Value at Risk of Investment Portfolio Based on Copula Theory

 

Jianhui Yang, Ruijun Mo

 

School of Business Administration, South China University of Technology, Guangzhou, China
School of Business Administration, South China University of Technology, Guangzhou, China

 

Copyright © Jianhui Yang, Ruijun Mo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

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