The Estimation and Application of Value at Risk in Mutual Fund
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === This article uses several approaches to evaluate Value at Risk (VaR) of mutual funds in Taiwan, and presents an application of VaR to asset allocation on mutual funds portfolio. We use three main approaches to evaluate VaR of mutual funds; they are Variance-Cova...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/98894712388106341872 |