Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
A portfolio yield and portfolio risk measuring model based on the credit risk migration
Application of portfolio risk management theory in bidding decisions of construction enterprise;
The essence of security portfolio risk is the indeterminacy of the security value movement.
Consider the periodic of the real estate industry development, especially analysis the opportunity investment risk and the portfolio risk, and build up the quantitative-model.
Research on measuring managing approach of portfolio risk in commercial banks;
Thirdly, portfolio risk policy making of SMEs' loan.
