This paper used the VaR methodology to estimate stock impawn rate and discussed the relationship between the impawn rate and its risk.
将 Va R方法应用于股票质押率的估计中 ,讨论股票组合的质押率与风险的关系。
·2,447,543篇论文数据，部分数据来源于NoteExpress
Further more this method was applied to Shanghai stock market in China to calculate the impawn rate of a portfolio in 7 dates duration under a specific confidence level.
并将这种方法用于计算我国上海股票市场的股票组合7天贷款的质押率。
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