Optimal Multi-Currency Portfolio Construction and Evaluation by VaR Approach in the Taiwan Foreign Exchange Market
碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 104 === This study deals with selecting the most appropriate technique predicting precisely the exchange rate risk. To gain that aim, we apply three main approaches, namely, the Historical Simulation Approach, the Variance-Covariance Approach and the Monte Carlo Simu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39t66v |