Sökning: "Zibo Cheng"

Hittade 1 uppsats innehållade orden Zibo Cheng.

  1. 1. An Empirical Study of Value at Risk in the Chinese Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Zibo Cheng; Dong Zhang; [2014]
    Nyckelord :the Chinese stock market; value at risk; Kupiec test; risk-return relationship; Business and Economics;

    Sammanfattning : Nowadays, value at risk (VaR) has developed into a standard indicator in the financial risk measuring field. The aim of this study is not only to measure the risk of the Chinese stock market using VaR methods, but also to value whether the downside risk is priced in the expected return in the market. LÄS MER