| 关于风险度量问题的研究 |
| |
| 引用本文： | 何广平 马国顺. 关于风险度量问题的研究[J]. 宝鸡文理学院学报(自然科学版), 1999, 19(2): 20-22 |
| |
| 作者姓名： | 何广平 马国顺 |
| |
| 作者单位： | [1]宝鸡文理学院数学系 [2]西北师范大学数学系 |
| |
| 摘 要： | 本文分析了现行风险度指标存在的问题，给出了一种新的风险度量定义，并将它应用于组合投资的风险分析中，得到了推广的Ｓｈａｒｐｅ公式。
|
| 关 键 词： | 风险度量 证券 组合投资 投资决策 |
On the problem in risk measure |
| |
| HE Guang-ping ,MA Guo-shun. On the problem in risk measure[J]. Journal of Baoji College of Arts and Science(Natural Science Edition), 1999, 19(2): 20-22 |
| |
| Authors: | HE Guang-ping MA Guo-shun |
| |
| Affiliation: | HE Guang-ping 1,MA Guo-shun 2 |
| |
| Abstract: | This paper analyses the problem in the current index of risk measure. A new risk measure defination is proposed and a generalized Sharpe formula has been drawn after it is applied to the risk analysis of portfolio investment. |
| |
| Keywords: | return risk risk measure expected utility |
| 本文献已被 CNKI 维普 等数据库收录！ |
