| 基准收益与认知风险熵式度量 |
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| 引用本文： | 姜伟,杨春鹏,朴明根,李莉莉.基准收益与认知风险熵式度量[J].青岛大学学报(自然科学版),2007,20(4):92-95. |
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| 作者姓名： | 姜伟 杨春鹏 朴明根 李莉莉 |
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| 作者单位： | 青岛大学经济学院,青岛,266071 |
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| 摘 要： | 基准收益率是证券投资决策过程中需要考虑的一个重要概念。考虑基准收益率，构建了证券投资认知风险熵式度量模型，研究了基准收益率与证券投资认知风险的关系，研究结果表明：证券投资的基准收益率大小与证券投资的认知风险呈正相关关系。
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| 关 键 词： | 基准收益 信息熵 认知风险 过度自信 |
| 文章编号： | 1006-1037（2007）04-0092-04 |
| 收稿时间： | 2007-09-25 |
| 修稿时间： | 2007年9月25日 |
Benchmark Return and Perceived Risk Based on Entropy |
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| JIANG Wei,YANG Chun-peng,PIAO Ming-gen,LI Li-li.Benchmark Return and Perceived Risk Based on Entropy[J].Journal of Qingdao University(Natural Science Edition),2007,20(4):92-95. |
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| Authors: | JIANG Wei YANG Chun-peng PIAO Ming-gen LI Li-li |
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| Abstract: | Benchmark return is an important concept in the investment decision process. Based on the benchmark return, a perceive risk measuring model is presented. The relation between benchmark return and perceived risk is studied. The results show that the correlation between the benchmark return and perceived risk is positive. |
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| Keywords: | benchmark return Shannon's entropy perceived risk overconfidence |
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