Applying Generic Algorithm to VaR of Stock Portfolio Model Based on Taiwan 50 Index Constituents
碩士 === 輔仁大學 === 資訊管理學系 === 93 === Investors have a wide choice of stocks, bonds and derivatives due to the active financial market. The risks exist in fluctuation of stocks price, interest rate and exchange rate. The investors have to realize VaR of portfolio and control the risk, which are the nece...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27491674471265669458 |