Value-at-Risk Evaluation of Offshore and Onshore Funds
碩士 === 東吳大學 === 財務工程與精算數學系 === 102 === This study investigate the effects of the "Encourage Offshore Fund Plan" to the estimation of Value-at-Risk (VaR) for offshore funds and overseas funds. The types of funds are classified into equity funds, high yield bond funds and fixed-income funds...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92962757838856018255 |