EVT-based Risk Measurement of Ownership-Thematic Investment in China.
Xuchao LiChengli ZhengPublished in: BIFE (2012)
Keyphrases
- var model
- risk aversion
- investment decisions
- decision making
- portfolio management
- impulse response
- risk management
- hong kong
- utility function
- risk assessment
- risk factors
- risk analysis
- stock index futures
- measurement model
- risk measures
- asset allocation
- market data
- minimum risk
- economic growth
- coal mine safety
- investment strategies
- risk averse
- expected utility
- return on investment
- key factors
- optimal portfolio
- listed companies
- early warning
- data acquisition
- remote sensing