Measurements of VaR of Portfolio
碩士 === 世新大學 === 財務金融學系 === 92 === We use historical simulation approach, variance-covariance approach, and mixture distribution simulation approach to predict the Value at Risk (VaR) of mutual fund in this study. The historical simulation approach estimates the probability distribution of future ret...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74564977984872261848 |