Comparison and Empirical Study of Different Risk Indices with Taiwan Equity Market
碩士 === 國立臺灣大學 === 工業工程學研究所 === 101 === Risk management is highly concerned in modern society, especially after the financial storm occurred in 2008. One important issue of risk management is the quantitative risk measurement. In this study, a particular ‘riskiness index’ proposed by Aumann and Serra...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14806804914798582046 |