The Analysis of the VaR form Taiwan''s Weighted Index andExchange Traded Fund based on Historical Simulation Method
碩士 === 國立中央大學 === 產業經濟研究所碩士在職專班 === 100 === The emphasis on this study is to discuss the VaR about making an investment; the investors should evaluate the VaR before they decide to make the investment, and to reduce the probability of investment loss. This study used the Pearson coefficient method t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27318980158953493109 |