| 一种新的风险度量指标 |
| |
| 引用本文： | 马国顺.一种新的风险度量指标[J].西北师范大学学报,1999,35(2):19-21. |
| |
| 作者姓名： | 马国顺 |
| |
| 作者单位： | 西北师范大学数学系 |
| |
| 摘 要： | 分析了用传统的风险度量指标“方差”衡量投资风险的不合理性，并在此基础上，提出了一种更为合理的新的风险度量指标———组合偏差．
|
| 关 键 词： | 证券投资组合 期望收益率 方差 组合偏差 |
| 修稿时间： | 1998-03-25 |
A new index of risky measure |
| |
| Ma Guoshun.A new index of risky measure[J].Journal of Northwest Normal University Natural Science (Bimonthly),1999,35(2):19-21. |
| |
| Authors: | Ma Guoshun |
| |
| Abstract: | The use of variance as a measure of risk in mean variance model implies that large positive deviations from the mean are just as undesirable as large negative deviations.Proposes to use a new index compound deviation to measure investment risk. |
| |
| Keywords: | portfolio expected revenue rate variance compound deviation |
| 本文献已被 CNKI 维普 等数据库收录！ |
