Portfolio Construction and Performance Evaluation with Value at Risk and Modified Sharpe Ratio: Evidences from Taiwan and Vietnam Stock Markets
碩士 === 國立虎尾科技大學 === 財務金融研究所 === 103 === Despite a number of risk management systems had been developed in the past decades, the Globally Financial tsunami during 2007-2009 urges investors and risk managers having paid much attention on financial risk management. Value-at-Risk (VaR) serves as one of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x975y4 |