Proceedings of the 2016 International Conference on Education, Management and Computer Science

Money Market Fund Risk Measurement

Authors
Xue Zeng
Corresponding Author
Xue Zeng
Available Online May 2016.
DOI
https://doi.org/10.2991/icemc-16.2016.230How to use a DOI?
Keywords
VaR; Money market fund; GARCH
Abstract
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.

Download article (PDF)

Volume Title
Proceedings of the 2016 International Conference on Education, Management and Computer Science
Series
Advances in Intelligent Systems Research
Publication Date
May 2016
ISBN
978-94-6252-202-2
ISSN
1951-6851
DOI
https://doi.org/10.2991/icemc-16.2016.230How to use a DOI?
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  -