| 投资风险度量初探 |
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| 引用本文： | 王志明,展会静.投资风险度量初探[J].武汉科技大学学报(自然科学版),2007,30(1):110-112. |
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| 作者姓名： | 王志明 展会静 |
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| 作者单位： | 武汉科技大学理学院,湖北,武汉,430081 |
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| 摘 要： | 从证券投资风险的基本含义及其本质属性出发,提出一种新的风险度量方法,并建立包含损失可能性、损失大小、损失易变性和投资者风险偏好系数的风险度量新指标,从而突出了可能损失大小在风险度量中的重要地位。
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| 关 键 词： | 风险 偏好系数 损失易变性 |
| 文章编号： | 1672-3090(2007)01-0110-03 |
| 修稿时间： | 2006-06-18 |
A study of investment risk measurement |
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| Wang Zhiming,Zhan Huijing.A study of investment risk measurement[J].Journal of Wuhan University of Science and Technology(Natural Science Edition),2007,30(1):110-112. |
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| Authors: | Wang Zhiming Zhan Huijing |
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| Institution: | College of Science, Wuhan University of Science and Technology, Wuhan 430081, China |
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| Abstract: | This paper puts forward a new method of investment risk measurement from the essential meaning and essence of securities investment.It sets up a new index which covers the probability of loss,the volume of loss,the changeability of loss and the risk preferred modulus.With the new index, the volume of probable loss is highlighted in investment risk measurement. |
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| Keywords: | risk preferred modulus changeability of loss |
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