VaR模型在证券投资中的运用

The Application of VaR Model in Securities Investment

随着我国经济的高速发展和人民生活水平的日益提高,证券投资逐渐成为影响和决定人们生活的重要方面。VaR模型不过于依赖报表分析,时效性较强,分析结果较为直观,已被很多成熟的金融机构视为行业中衡量风险的一种标准。论文研究分析了VaR模型和证券市场的关系,旨在使VaR模型在证券投资中得到有效运用。

With the rapid development of China's economy and the increasing improvement of people's living standards,securities investment has gradually become an important aspect that affects and determines people's lives.VaR model does not rely too much on report analysis,with strong timeliness and intuitive analysis results.It has been regarded by many mature financial institutions as a standard to measure risk in the industry.This paper studies and analyzes the relationship between VaR model and securities market,aiming to make the VaR model effectively applied in securities investment.