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VaR in Investment Portfolio Rish Evaluation

Cha Qi-fen

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Abstract

The fund industry of China has developed swiftly in recent years.The theory of investment of value advocated the enormous approval of the market with the increased demand appraised for investment risk of fund in the society.How to quantify the risk of investment portfolio has already become an urgent issne concerned by financial institutions and investors.This paper utilizes VaR method to carry out the positive research on investment portfolio with its application to the portfolio evaluation.

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What this paper is about

The fund industry of China has developed swiftly in recent years.The theory of investment of value advocated the enormous approval of the market with the increased demand appraised for investment risk of fund in the society.How to quantify the risk of investment portfolio has already become an urgent issne concerned by financial institutions and investors.This paper utilizes VaR method to carry out the positive research on investment portfolio with its application to the portfolio evaluation.

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Available abstract

The fund industry of China has developed swiftly in recent years.The theory of investment of value advocated the enormous approval of the market with the increased demand appraised for investment risk of fund in the society.How to quantify the risk of investment portfolio has already become an urgent issne concerned by financial institutions and investors.This paper utilizes VaR method to carry out the positive research on investment portfolio with its application to the portfolio evaluation.

Key concepts: Portfolio, Investment portfolio, Investment (military), Foreign portfolio investment, Business, Finance, Investment strategy, Portfolio investment

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VaR in Investment Portfolio Rish Evaluation — Research Paper | ScholarLens