Establishing a Securities Investment Risk Evaluation System:An Empirical Study in Taiwan Stock Market
碩士 === 元智大學 === 企業管理學系 === 93 === We apply two methods, historical simulation method and Monte Carlo method, to construct the Value-at-Risk (VAR) model. The data is the weekly stock price and the selected companies are based on Taiwan 50-index. Four companies, UPEC, FPG, TSMC, and YCPS, are chosen f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78967034950712847087 |