Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2009-09-01
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| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2729/BBS_en_2009_2_Liu.pdf |
| _version_ | 1818926855089029120 |
|---|---|
| author | Hung-Chun Liu Yu-Ju Cheng Yi-Pin Tzou |
| author_facet | Hung-Chun Liu Yu-Ju Cheng Yi-Pin Tzou |
| author_sort | Hung-Chun Liu |
| collection | DOAJ |
| first_indexed | 2024-12-20T03:03:45Z |
| format | Article |
| id | doaj.art-32a5badea3e143508aa6a637f3d5aee3 |
| institution | Directory Open Access Journal |
| issn | 1816-7403 1991-7074 |
| language | English |
| last_indexed | 2024-12-20T03:03:45Z |
| publishDate | 2009-09-01 |
| publisher | LLC "CPC "Business Perspectives" |
| record_format | Article |
| series | Banks and Bank Systems |
| spelling | doaj.art-32a5badea3e143508aa6a637f3d5aee32022-12-21T19:55:40ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742009-09-01422729Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experienceHung-Chun LiuYu-Ju ChengYi-Pin Tzouhttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2729/BBS_en_2009_2_Liu.pdf |
| spellingShingle | Hung-Chun Liu Yu-Ju Cheng Yi-Pin Tzou Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience Banks and Bank Systems |
| title | Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience |
| title_full | Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience |
| title_fullStr | Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience |
| title_full_unstemmed | Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience |
| title_short | Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience |
| title_sort | value at risk based risk management on exchange traded funds the taiwanese experience |
| url | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2729/BBS_en_2009_2_Liu.pdf |
| work_keys_str_mv | AT hungchunliu valueatriskbasedriskmanagementonexchangetradedfundsthetaiwaneseexperience AT yujucheng valueatriskbasedriskmanagementonexchangetradedfundsthetaiwaneseexperience AT yipintzou valueatriskbasedriskmanagementonexchangetradedfundsthetaiwaneseexperience |