Title :
The Empirical Study of VaR Model in the Evaluation of the Investment Risk of the Fund
Author :
Hongming, Chen ; Yuanyuan, Gao
Author_Institution :
Sch. of Economic & Manage., Changsha Univ. of Sci. & Technol., Changsha, China
Abstract :
Along with the investment fund industry rapidly developing, the demand of public carries on the appraisal to the fund investment risk to be day by day. This article uses the risk measure method, carries on the empirical analysis of the China growth negotiable securities fund investment stock combination´s risk, studies it´s function in the combination risk assessment.
Keywords :
investment; risk analysis; stock markets; China growth negotiable securities fund investment stock; VaR model; investment fund industry; investment risk evaluation; public carries demand; value at risk; Appraisal; Biological system modeling; Computational modeling; Data models; Investments; Portfolios; Risk management; Investment portfolio; VaR model; historical simulation;
Conference_Titel :
Information Technology and Applications (IFITA), 2010 International Forum on
Conference_Location :
Kunming
Print_ISBN :
978-1-4244-7621-3
Electronic_ISBN :
978-1-4244-7622-0
DOI :
10.1109/IFITA.2010.72
