VaR in Investment Portfolio Rish Evaluation
Cha Qi-fen · Commercial Research · 2006
The fund industry of China has developed swiftly in recent years.The theory of investment of value advocated the enormous approval of the market with the increased demand appraised for investment risk of fund in the society.How to quantify the risk of investment portfolio has already become an urgent issne concerned by financial institutions and investors.This paper utilizes VaR method to carry out the positive research on investment portfolio with its application to the portfolio evaluation.