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

页码：107 / 110

页数：4

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