The Analysis of Value at Risk and Return of Security and Bond Portfolio in Taiwan-Using Historical Simulation of VaR
碩士 === 淡江大學 === 保險學系保險經營碩士班 === 90 === Title of Thesis：The Analysis of Value at Risk and Return of Security and Bond Portfolio in Taiwan－Using Historical Simulation of VaR. Total pages: 62 Key words: Stock Index, Bond Index , Value at Risk, Portfolio, Historica...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/39776251940870069745 |