【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。更多还原

【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.更多还原