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On The Application Of VaR Risk Management Technique To Security Investment Funds In China

Posted on:2005-02-23Degree:MasterType:Thesis
Country:ChinaCandidate:G X ChengFull Text:PDF
GTID:2156360122985705Subject:Technical Economics and Management
Abstract/Summary:PDF Full Text Request
Value at Risk (VaR) is now one of the most advanced risk management technique in the world. The rapid development of security investment funds is becoming the mainstream of our stock market, which must be reinforced risk management. It is playing key role in developing our capital market that the research on how to apply the VaR to the security investment funds in China is taking.In this paper, the basic clue and the particular content are discussed firstly. Then, the advantages and the disadvantages of the arithmetic are compared .The difficulty in VaR and the means are shown.Then the risk features of the security investment funds in China are analyzed,the need to apply the VaR technique to the security investment funds in China is stated..The applying in risk measurement, asset allocation and risk controlling performance evaluation are introduced .Lastly ,the problems of which methods suit the situation of the security investment funds in china and the mechanism to push the technique are studied. The Hai-Fu Tong Fund is taken as an the example to demonstrate what has been illustrated.
Keywords/Search Tags:Security Investment Funds, VaR, risk management.
PDF Full Text Request
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