Evaluating the Performance of Chinese Mutual Funds: A Study of the Application of Value-at-Risk (VaR)

The mutual funds in China have experienced a dramatically growth in the past three years. It has become a favourable investment tool for many small investors. However, choosing a mutual fund with excellent performance out of more than three hundred funds is a time consuming and costly process. This...

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Bibliographic Details
Main Author: Feng, Jingyan
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Subjects:
Online Access:https://eprints.nottingham.ac.uk/22095/