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38+ < div class ="quarto-title "> < h1 class ="title display-7 "> 投资风险管理</ h1 > </ div > < div class ="quarto-title-meta "> < div > < div class ="quarto-title-meta-heading "> Author</ div > < div class ="quarto-title-meta-contents "> < div class ="quarto-title-authors "> < p > 雷欧</ p > </ div > </ div > </ div > </ div > </ header >
39+ < section id ="夏普率-sharpe-ratio " class ="level2 ">
40+ < h2 class ="anchored " data-anchor-id ="夏普率-sharpe-ratio "> 夏普率 (Sharpe Ratio)</ h2 >
41+ < p > …</ p >
42+ < div class ="cell ">
43+
44+ </ div >
45+ </ section >
46+ < section id ="投资风险价值-var " class ="level2 ">
47+ < h2 class ="anchored " data-anchor-id ="投资风险价值-var "> 投资风险价值 (VaR)</ h2 >
48+ < div class ="cell ">
49+
50+ </ div >
51+ </ section >
52+ < section id ="参考文献 " class ="level2 ">
53+ < h2 class ="anchored " data-anchor-id ="参考文献 "> 参考文献</ h2 >
54+ < ol type ="1 ">
55+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80%e7%94%a8garch%e6%a8%a1%e5%9e%8b%e6%b3%a2%e5%8a%a8%e7%8e%87%e5%bb%ba%e6%a8%a1%e5%92%8c%e9%a2%84%e6%b5%8b%e3%80%81%e5%9b%9e%e6%b5%8bvar%e5%88%86%e6%9e%90%e8%82%a1%e5%b8%82%e6%94%b6 "> R语言用GARCH模型波动率建模和预测、回测风险价值 (VAR)分析股市收益率时间序列</ a > </ li >
56+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80%e5%9f%ba%e4%ba%8earma-garch-var%e6%a8%a1%e5%9e%8b%e6%8b%9f%e5%90%88%e5%92%8c%e9%a2%84%e6%b5%8b%e5%ae%9e%e8%af%81%e7%a0%94%e7%a9%b6%e5%88%86%e6%9e%90%e6%a1%88%e4%be%8b "> R语言基于ARMA-GARCH-VAR模型拟合和预测实证研究分析案例</ a > </ li >
57+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80var%e6%a8%a1%e5%9e%8b%e7%9a%84%e4%b8%8d%e5%90%8c%e7%b1%bb%e5%9e%8b%e7%9a%84%e8%84%89%e5%86%b2%e5%93%8d%e5%ba%94%e5%88%86%e6%9e%90 "> R语言VAR向量自回归模型的不同类型的脉冲响应分析</ a > </ li >
58+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80gibbs%e6%8a%bd%e6%a0%b7%e7%9a%84%e8%b4%9d%e5%8f%b6%e6%96%af%e7%ae%80%e5%8d%95%e7%ba%bf%e6%80%a7%e5%9b%9e%e5%bd%92%e4%bb%bf%e7%9c%9f%e5%88%86%e6%9e%90 "> R语言GIBBS抽样的贝叶斯简单线性回归仿真分析</ a > </ li >
59+ < li > < a href ="http://tecdat.cn/%e9%9a%8f%e6%9c%ba%e6%90%9c%e7%b4%a2%e5%8f%98%e9%87%8f%e9%80%89%e6%8b%a9ssvs%e4%bc%b0%e8%ae%a1%e8%b4%9d%e5%8f%b6%e6%96%af%e5%90%91%e9%87%8f%e8%87%aa%e5%9b%9e%e5%bd%92%ef%bc%88bvar%ef%bc%89%e6%a8%a1 "> R语言随机搜索变量选择SSVS估计贝叶斯向量自回归（BVAR）模型</ a > </ li >
60+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80%e4%b8%ad%e7%9a%84stan%e6%a6%82%e7%8e%87%e7%bc%96%e7%a8%8bmcmc%e9%87%87%e6%a0%b7%e7%9a%84%e8%b4%9d%e5%8f%b6%e6%96%af%e6%a8%a1%e5%9e%8b "> R语言中的STAN概率编程MCMC采样的贝叶斯模型</ a > </ li >
61+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80%e4%bc%b0%e8%ae%a1%e6%97%b6%e5%8f%98var%e6%a8%a1%e5%9e%8b%e6%97%b6%e9%97%b4%e5%ba%8f%e5%88%97%e7%9a%84%e5%ae%9e%e8%af%81%e7%a0%94%e7%a9%b6%e5%88%86%e6%9e%90%e6%a1%88%e4%be%8b "> R语言估计时变VAR模型时间序列的实证研究分析案例</ a > </ li >
62+ < li > < a href ="http://tecdat.cn/r%e8%af%ad%e8%a8%80%e4%b8%ad%e7%9a%84stan%e6%a6%82%e7%8e%87%e7%bc%96%e7%a8%8bmcmc%e9%87%87%e6%a0%b7%e7%9a%84%e8%b4%9d%e5%8f%b6%e6%96%af%e6%a8%a1%e5%9e%8b "> R语言中的STAN概率编程MCMC采样的贝叶斯模型</ a > </ li >
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