Dissertation > Excellent graduate degree dissertation topics show

Enterprise Annuity Investment Risk Measurement Based on GARCH Model

Author: WangYingXia
Tutor: ZuoXiaoHong
School: Liaoning Technical University
Course: Business management
Keywords: Enterprise annuity Risk identification Risk management GARCH VaR
CLC: F426.1;F224
Type: Master's thesis
Year: 2011
Downloads: 56
Quote: 0
Read: Download Dissertation

Abstract


This article based on the angle of enterprises, the main analysis is investment risk in enterprise annuity. Firstly identify investment risk of enterprise annuity and how to more reasonably choose investment combination among stock, bond, fund in, so as to achieve a balanced benefits and risks. Empirical analysis for huaibei mining enterprise annuity system, analyzes its investment risk in enterprise annuity operation. Investment risk measurement through establishing proper GARCH model, using mean-variance model for enterprise annuity in securities in the secondary market how to conduct investment combination measurement, under the certain risks in enterprises, how to choose the portfolio and each asset investment proportion in a portfolio. According to the established GARCH model of various securities yields obtained expectations and conditional variances value, and calculates the enterprise annuity in stock, fund, bond between different weights of combination under different benefits and risks. Aaccording to huaibei mining enterprise annuity policy investment ratio requirement and the enterprise’s own risk bear ability to select the suitable investment combination, , do prevent the investment risk.

Related Dissertations

  1. Study on Development Risk Analysis and Management of Urban Commercial Residence,F293.35
  2. Open pit production accidents studied because of the risk management measures,TD771
  3. Cadmium, Chromium and Lead Accumlation, Distribution in Aralia Elata Var. Inermia and Their Effect on Leaf Antioxidative System,S792
  4. Preparation and Biological Effects of a Bio-Organic Fertilizer Against Tobacco Black Shank Disease,S435.72
  5. The Competition Management System of Harbin 24th Winter Universiade 2009’s Risk Management,G812.2
  6. Strain Screening of Hainanmycin Production and Fermentation Process Optimization,TQ927
  7. The Innovative Study Based on the Equity Financing of Forest Management from the View of Sustainable Development,F326.2
  8. Students' Survival Training risk management theory and empirical research,G807.4
  9. Offshore oil platform construction phase Operational Risk Management Research,F426.22
  10. Chemical Industrial Park Environmental Risk Management Technology Source,X327
  11. A Construction Project Owner Risk Management Research,F284
  12. Shanghai and Shenzhen stock markets empirical research,F224
  13. Research on Support Vector Regression in Prediction of the Short-term Load of Power System,TM715;F224
  14. In the standard model based on VaR Equity Fund Risk Assessment Study,F224
  15. Study on Ecosystem Risk Management of Coal Mine Based on Fuzzy Cognitive-map and Stakeholders’ Participation,X322
  16. Price Volatility Risk Assessment and Comparison of China’s Commodity Futures,F224
  17. The Calculation of Margin in Small Board of China,F832.5
  18. Evaluation of Bank Risk Management for Islamic Banks,F224
  19. The Internal Control Design and Application of Prepaid Card Company Risk Management,F721
  20. Research on the Preventing Risks of Personal Housing Loans of Z Bank,F832.45
  21. Comparison and Empirical Analysis of Value-at-Risk Prediction Models,F832.51

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile