keyword Markovian Chain ‎/ (1 Article)

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Financial Risk Modeling with Markova Chain

Writer : Rahnamay Roodposhti، Fraydoon ؛ Vaezi Ashtiani، Hamid Reza ؛ Esmaeili، Bahman ؛

Journal:International Journal of Finance, Accounting and Economics Studies»Autumn 2012 & Winter 2013, Volume 2 - Number 3 (‎6 page(s) - From 23 to 28 )
Keywords:Value at Risk Optimal portfolio Markovian Chain Transition Probability Matrics Conditional Value at Risk

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