The application of VaR in the Comparison of Performances of Various Mutual Funds
碩士 === 國立中正大學 === 財務金融所 === 94 === Recently the scale of mutual fund has expanded, of which the genre is multiple. Each genre has its’ own risk nature. However the traditional performance index uses standard deviation when considering risk. This article aims to use VaR (Value at Risk) in place of st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98896224588230032457 |