The Application of VaR Model in Open Fund Risk Management
DOI:
https://doi.org/10.54097/hbem.v9i.8034Keywords:
VaR Model; Open-end Fund; Risk Management.Abstract
In modern society, facing a wide range of investment risks, the VaR model, as one of the most advanced risk management theories in the world, has been adopted by fund managers as a simple and scientifically effective risk management method. This article discusses the necessity of risk management for stock investment portfolio assets managed by fund managers, and elaborates on the efficiency and applicability of VaR model in stock investment portfolio risk management.
Downloads
References
Huang Jianmiao, Empirical Research on Value at risk Model Measuring Stock Market Risk -- Based on the Standard&Poor's 500 and Nasdaq Composite Index. Modern Economic Information, (2019) No.12, p 329-331.
Guo Rong, Empirical Study on Investment Performance of Open Index Funds in China. (2015).
Wang Yiduo, Hu Guangqi, Wang Qingqing, Systematic Risk in Commercial Banks--β Calculation of coefficients. Times Finance, (2019) No.07 p70-72.
Liu Lingling, Value at Risk Analysis -- Taking Wantong Expressway as an Example. Times Finance, (2019) No.22 p33-36.
Downloads
Published
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
