Measurements of VaR: An Empirical Study of the Taiwan Mutual Funds
碩士 === 雲林科技大學 === 財務金融系碩士班 === 97 === This study investigates the relative performance of Value at Risk (VaR) in 10 mutual funds during the period July 1, 2006 to June 30, 2008 with totally 491 daily data. We use historical simulation method, variance-covariance method, mixed-distribution simulation...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08641764028330650889 |