In recent years,institutional investors makes an investment become the focus discussed in development rapidly in our country.They realize important meaning of risk management day by day already,and nearly become first...In recent years,institutional investors makes an investment become the focus discussed in development rapidly in our country.They realize important meaning of risk management day by day already,and nearly become first important task.In analysis institutional investor risk measure at the foundation of the caracteristic,through leading Bootstrap and GARCH,this article probe into risk its measure model and carry on real example analysis.展开更多
文摘In recent years,institutional investors makes an investment become the focus discussed in development rapidly in our country.They realize important meaning of risk management day by day already,and nearly become first important task.In analysis institutional investor risk measure at the foundation of the caracteristic,through leading Bootstrap and GARCH,this article probe into risk its measure model and carry on real example analysis.
