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2013•Journal of Guangzhou UniversityRequires access

Research on selection for portfolio risk investment model

YE Shu-ying

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Abstract

Usually,the higher the income,the greater the risk and vice versa.To spread the risks,investors will invest many types of portfolio investment together,the so-called investment portfolio.Due to historical and institutional reasons,China's modern portfolio theory study starts late,however,after more than 10 years of efforts,China's scholars have made substantial progress in the study in this field.This paper studies the VaR model of the investment portfolio and calculates VaR.It has a certain reference value.

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What this paper is about

Usually,the higher the income,the greater the risk and vice versa.To spread the risks,investors will invest many types of portfolio investment together,the so-called investment portfolio.Due to historical and institutional reasons,China's modern portfolio theory study starts late,however,after more than 10 years of efforts,China's scholars have made substantial progress in the study in this field.This paper studies the VaR model of the investment portfolio and calculates VaR.It has a certain reference value.

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Available abstract

Usually,the higher the income,the greater the risk and vice versa.To spread the risks,investors will invest many types of portfolio investment together,the so-called investment portfolio.Due to historical and institutional reasons,China's modern portfolio theory study starts late,however,after more than 10 years of efforts,China's scholars have made substantial progress in the study in this field.This paper studies the VaR model of the investment portfolio and calculates VaR.It has a certain reference value.

Key concepts: Portfolio, Investment portfolio, Investment (military), Foreign portfolio investment, Modern portfolio theory, Financial economics, Selection (genetic algorithm), Portfolio investment

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