Evaluation of Value-At-Risk in Investment Portfolio
碩士 === 國立政治大學 === 統計學系 === 104 === Recently, with the development of liberalization and globalization in financial markets, investor is faced with more investment opportunity and investment risk simultaneously, and this makes investor evaluate VaR. Therefore, it becomes the most significant topic fo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54082816664738866277 |