Value-at-Risk Estimates for Pension Fund Stock Portfolio
碩士 === 國立交通大學 === 經營管理研究所 === 87 === Recently a series of financial disasters cause financial institutions and asset management firms to request for better sound risk management. Our national pension fund was established in 1994. Today it belongs to growing period and the fund will have a fast growt...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41334424146546278956 |