Application of VaR methodology to risk management in the stock market in China.
Ying FanYi-Ming WeiWeixuan XuPublished in: Comput. Ind. Eng. (2004)
Keyphrases
- stock market
- risk management
- portfolio optimization
- financial markets
- listed companies
- stock price
- stock index futures
- commercial banks
- trading systems
- short term
- stock exchange
- decision support system
- risk assessment
- risk evaluation
- trading rules
- non stationary
- knowledge base
- robust optimization
- financial time series
- hong kong
- project management
- portfolio management
- long term
- garch model
- case study
- financial news
- databases