Empirical Study of Riskiness Index – Using Corporate Bonds of Listed Companies in the United States

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 100 === Since the financial tsunami happened in 2008, risk management has become one important issue in finance area. Many traditional methods such as standard deviation, VaR or CVaR approaches can be used to measure the level of risk. However, some recent studies ind...

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Bibliographic Details
Main Authors: Ming-Feng Hsieh, 謝明峰
Other Authors: none
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/4qt798