Research on selection for portfolio risk investment model
YE Shu-ying · Journal of Guangzhou University · 2013
Usually,the higher the income,the greater the risk and vice versa.To spread the risks,investors will invest many types of portfolio investment together,the so-called investment portfolio.Due to historical and institutional reasons,China's modern portfolio theory study starts late,however,after more than 10 years of efforts,China's scholars have made substantial progress in the study in this field.This paper studies the VaR model of the investment portfolio and calculates VaR.It has a certain reference value.