| 风险价值在证券投资基金风险管理中的应用 |
| |
| 引用本文： | 王伟.风险价值在证券投资基金风险管理中的应用[J].山东纺织经济,2007(4):22-24. |
| |
| 作者姓名： | 王伟 |
| |
| 作者单位： | 武汉科技大学文法与经济学院,湖北武汉,430081 |
| |
| 摘 要： | 风险价值是用于测量和控制金融风险的量化模型,它在证券投资基金的投资决策、绩效评估、风险限额分配等方面具有独特优势。本文分析证券投资基金实施风险价值方法的动因,并结合中国的实际情况,探讨风险价值在证券投资基金风险管理中的具体应用。
|
| 关 键 词： | 风险价值 证券投资基金 风险管理 |
| 文章编号： | 1673-0968（2007）04-0022-03 |
The Application of Value-at-Risk in Risk Management of Securities Investment Fund |
| |
| Wang Wei.The Application of Value-at-Risk in Risk Management of Securities Investment Fund[J].Economy of Shangdong Textile,2007(4):22-24. |
| |
| Authors: | Wang Wei |
| |
| Abstract: | Value-at-Risk model is a mathematical model to measure and monitor risk, which has unique advantages in securities investment fund such as investment decision-making, performance evaluation and dis- tribution of risk quota. This paper analyzes the reasons of implementing Valt method in the securities invest- ment fund, and discusses its specific application in the risk management with the consideration of Chinese practical situation. |
| |
| Keywords: | Value-at-Risk securities investment fund risk management |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
