Risk measurement and management of security price based on VaR

被引：0
|
作者：
Cai, Jidong [1 ]
Ye, Ping [1 ]
机构：
[1] Wuhan Univ, Sch Econ & Management, Wuhan 430072, Peoples R China
来源：
PROCEEDINGS OF CHINA-CANADA INDUSTRY WORKSHOP ON ENTERPRISE RISK MANAGEMENT 2008 | 2008年
关键词：
VaR; risk of security price; effective investment management;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper discusses the risk measurement methods on a single security asset and securities portfolio respectively, summing up corresponding formula under different market conditions. On the basis of comprehensive, accurate measurement of the risk of security price, I make some suggestions for the financial institutions to be engaged in effective investment management.
引用
收藏
页码：107 / 110
页数：4
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