| 基于VaR模型对香港房地产信托投资基金的实证分析 |
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| 引用本文： | 贡平邺.基于VaR模型对香港房地产信托投资基金的实证分析[J].科技信息,2012(3):564-565. |
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| 作者姓名： | 贡平邺 |
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| 作者单位： | 淮北师范大学数学科学学院,安徽淮北235000 |
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| 摘 要： | 房地产信托投资基金（REITs）代表着目前全世界房地产领域最先进的生产力。香港房地产信托投资基金业在近几年发展迅速。本文从微观角度采用VaR风险测量方法，测出香港-1LEITs整体的风险水平。在此基础上，建议中国房地产信托基金行业统一市场风险计量工具。然后，介绍香港房地产信托业运行模式，为我国房地产信托基金行业试点健康快速发展提供参考。
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| 关 键 词： | VaP．模型 房地产信托投资基金 实证分析 |
The Empirical Analysis of Hongkong Real Estate Investment Trusts Based on VaR Model |
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| GONG Ping-ye.The Empirical Analysis of Hongkong Real Estate Investment Trusts Based on VaR Model[J].Science,2012(3):564-565. |
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| Authors: | GONG Ping-ye |
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| Institution: | GONG Ping-ye (School of Mathematical Science, Huaibei Normal University, Huaibei Anhui, 235000, China) |
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| Abstract: | Real Estate Investment Trusts （ REITs ） represents the most advanced productivity for the current whole world real estate field. Hongkong Real Estate Investment Trusts （ H-REITs ） industry has developed rapidly in recent years. The article using the VaR risk measurement method from microcosmic angle, measures H-REITs overall level of risk. On this basis, this paper suggests that there is a unitive market risk measurement tool of Chinese Real Estate Investment Trusts industry. Then, the operation pattern of Hongkong Real Estate Investment Trusts industry provides the reference for Real Estate Trusts industry healthy and rapid development of our country. |
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| Keywords: | VaR model Real estate investment trusts Empirical analysis |
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