会议专题

The Financial Risk Prediction Based on the VaR Model Take the Stock Investment as an Example

  This paper first introduces the meaning of VaR,and then using the different VaR models predict the investment risk of a stock.Finally,we made a measurement test,and the result shows that the VaR model has better application values on the risk prediction of stock investment.

VaR investment risk stock investment

WANG Yan YANG Fangwen

School of Economics and Management,North China Electric Power University,Baoding,China,071003

国际会议

the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

大连

英文

702-704

2013-06-29(万方平台首次上网日期,不代表论文的发表时间)