The Empirical Analysis of Portfolio Strategy based on Value at Risk
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === The global financial crisis in 2008, following the breakdown of the U.S. subprime mortgage market in the second half of 2007, light the importance of risk management. This paper argues that related methods of Value-at-Risk (VaR) lead portfolios to capture d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39475416510458858192 |