The Application of VaR in Appraising the Security Investment Fund of Our Country

In this test, taking the security market of our country as example and using the demonstration research method, we have studied the application of VaR in appraising the security investment fund of our country. In the first, we have briefly introduced the basic conception and calculation method of VaR, and the security market and security investment fund of our country. Then we have selected suitable data and carried on the demonstration research for the application of VaR in the security market of our country. In the end, we have used the calculated VaR value to appraise the two security investment funds of our country.