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PaR-GARCH based risk management of project financing

被引：0
|
作者：
Sun, ML [1 ]
机构：
[1] Harbin Inst Technol, Sch Management, Harbin 150001, Peoples R China
来源：
PROCEEDINGS OF THE 2004 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT | 2004年
关键词：
risk management; project financing; PaR-GARCH;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This research focuses on risk management of project financing, based on the total risk management of project financing, including lifecycle risk, income risk and capital structure risk in project. This research opens out investors' rational choice under one confidence level with a PaR-GARCH model. The model makes investors' both current choice and further choice more validity.
引用
收藏
页码：274 / 277
页数：4
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