A study on optimal share pledge rate based on bilateral risk-CVaR of pledgee

This paper proposes the optimal pledge rate model based on the pledgee's bilateral risk-CVaR and dual-objective planning. First, a bilateral risk-CVaR model is constructed, for which a nonparametric kernel estimation method is presented, with a comparative analysis of the efficient frontier for...

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Detalles Bibliográficos
Autores principales: Wang, Liang, Sheng, Xiao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10151368/
https://www.ncbi.nlm.nih.gov/pubmed/37144186
http://dx.doi.org/10.1016/j.heliyon.2023.e15592

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10151368/
https://www.ncbi.nlm.nih.gov/pubmed/37144186
http://dx.doi.org/10.1016/j.heliyon.2023.e15592

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