| 证券风险度量理论方法的评述 |
| |
| 引用本文： | 舒建平,应松宝,黄建宏.证券风险度量理论方法的评述[J].系统管理学报,2006,15(4):305-311. |
| |
| 作者姓名： | 舒建平 应松宝 黄建宏 |
| |
| 作者单位： | 1. 西南交通大学,经济管理学院,成都,610031
2. 海南大学,旅游学院,海口,570228 |
| |
| 摘 要： | 对现有的风险度量理论与方法进行了简单的评述,指出它们的优点与不足,并进一步提出了两个风险度量的新观点:首先,上(正)偏差对投资者来说具有正效应,对风险具有负面影响,也应该纳入风险度量的范畴,由此提出了风险度量的组合偏差模型;其次,风险度量与投资者所(拟)选的交易策略有关。
|
| 关 键 词： | 风险度量 不确定性风险理论 下方风险理论 组合偏差模型 交易策略 |
| 文章编号： | 1005-2542(2006)04-0305-07 |
| 修稿时间： | 2005年4月11日 |
Assessment of Security Risk Measurement Theories and Methods and Future Research |
| |
| SHU Jian-ping,YING Song-bao,HUANG Jian-hong.Assessment of Security Risk Measurement Theories and Methods and Future Research[J].Systems Engineering Theory·Methodology·Applications,2006,15(4):305-311. |
| |
| Authors: | SHU Jian-ping YING Song-bao HUANG Jian-hong |
| |
| Abstract: | First,we give a signle assessment of existing risk measurement theories and methods,and point out their good qualities and weak points.Then propose two new points about risk measurement: first,the upper deviation has positive effect to investors and negative effect to risk,and must be included in risk meausrement,which leads to compounded deviation model of risk meausrement;in the next,risk measurement relates to the transaction strategies that investor selected or selecting. |
| |
| Keywords: | risk measurement uncertainty risk theory down-side risk theory compounded deviation model transaction strategy |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
