VaR:全面风险的度量与管理工具Var:Measure and Management Tools of Risk
谷秀娟;张自广;
摘要(Abstract)：
金融风险管理实际上就是进行风险和收益之间的平衡。VaR方法可以用于积极的风险管理:业绩评估、资本的分配和经营战略决策。首先可以使用VaR测度经济资本,其次运用VaR可以实现从利润中扣除风险因素后进行业绩评价,即RAPM方法,最后,VaR可以用于股东价值分析,从而据以进行战略决策。
关键词(KeyWords)： VaR;金融风险;管理;资本
基金项目(Foundation):
作者(Authors): 谷秀娟;张自广;
DOI: 10.16366/j.cnki.1000-2359.2006.06.017
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