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Analysis of Infrastructure Investment Risks by VaR

  • Yachen Liu
  • Xiaoqing Xu
  • Ning Liu
Part of the Communications in Computer and Information Science book series (CCIS, volume 208)

Abstract

This paper puts forward the VAR in the application of infrastructure construction investment risks. Firstly, infrastructure construction investment risk of the application of VAR in our country is necessary, and through VAR calculation methods including History Simulation method, Risk Metrics method, Monte Carlo method and Variance-covariance method we know how to use VAR for measuring risk in infrastructure construction. The paper mainly discuss Variance-covariance method to deal with infrastructure investment risk by concrete examples. At last, foreground of using VAR in infrastructure construction is analyzed and put forward a new calculation method CVAR.

Keywords

Infrastructure Construction VAR Investment 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Yachen Liu
    • 1
  • Xiaoqing Xu
    • 1
  • Ning Liu
    • 1
  1. 1.School of ManagementShenyang Jianzhu UniversityShenyangChina

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