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Performance Evaluation for Various Value-at-Risk Models

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Academic Year

Dates

August 2001 - May 2002

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Performance Evaluation for Various Value-at-Risk Models

Scholar Information

Grantee

Ming-Chin Hung

Title

Associate Professor

Institution

Soochow University

Department

Department of Business Mathematics

Host Institutions

Institution

Boston University

Faculty

Dr. Austin Lee

Host Department

Department of Acturial Science