一个关于多元正则变化风险的渐近投资组合损失序的注记
邢国东,李效虎,康素玲,石黄萍
A Note on Asymptotic Portfolio Loss Order of Multivariate Regularly Varying Risks
Guodong Xing,Xiaohu Li,Suling Kang,Huangping Shi
表 1
$\le_{sapl}$
序的渐近比值(被表示为
$L_{{\bf w}}$
)
${\bf w}$
${\bf w}_1$
${\bf w}_2$
${\bf w}_3$
${\bf w}_4$
$L_{{\bf w}}$
0.8789
0.8514
0.8128
0.7783