Money Market Fund Risk Measurement
Available Online May 2016.
- https://doi.org/10.2991/icemc-16.2016.230How to use a DOI?
- VaR; Money market fund; GARCH
- This paper use VaR to measure the risk of money market fund. And VaR has many methods to calculate, this paper choose only one method which is more appropriate to our money market fund. First part is background and meaning, point out the importance of risk measurement. Second part is about past research of risk measurement in domestic and oversea. And then present VaR, include theory and method, and choose the appropriate method to calculate VaR of sample money market fund. After empirical analysis, found that VaR is appropriate to money market fund.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Xue Zeng PY - 2016/05 DA - 2016/05 TI - Money Market Fund Risk Measurement BT - Proceedings of the 2016 International Conference on Education, Management and Computer Science PB - Atlantis Press SP - 1195 EP - 1202 SN - 1951-6851 UR - https://doi.org/10.2991/icemc-16.2016.230 DO - https://doi.org/10.2991/icemc-16.2016.230 ID - Zeng2016/05 ER -