风险价值法及其在证券投资中的应用

我国证券市场是我国社会主义市场经济的重要组成部分。随着我国证券市场的日趋完善和活跃,大量的投资者蜂拥而至,证券投资中的风险也有了放大效应。通过介绍目前市场上最流行的风险价值法,从投资者的角度来运用该法进行风险控制并予以回测,并进而从其他角度来系统探讨其在证券投资中的应用。

VAR Method and Its Application in Securities Investment

The security market is very important component of the socialist market economy in China, with being perfected and enlivens of the security market, large amount of investor has come in, risk in investment securities has also been enlarged. Based on the most popular value-at-risk method in current market, from the perspective of investors, the paper applies the method to control risk and tests the model, then proceed from the perspective of others, comprehensive study of its other applications in the securities investment.