Measurements of VaR: An Empirical Study of the Taiwan Mutual Funds

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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Bibliographic Details
Main Authors:	Yan-ling Chen, 陳彥伶
Other Authors:	Chin-sheng Huang
Format:	Others
Language:	zh-TW
Published:	2009
Online Access:	http://ndltd.ncl.edu.tw/handle/08641764028330650889

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