摘要
风险是指预期收益的不确定性,是指在将来一段时间内遭受损失的可能性。进行资本市场投资,必然存在风险。资本市场投资风险就是投资预期结果(预期收益损失)的不确定性,有投资风险, 就会有投资者对其进行的预期。本文建立了存在风险条件下的资本市场投资预期收益模型,并由此得出了不同投资者的预期收益——风险偏好的不同投资选择。
Risk is uncertainty of expectation returns, and it is the possibility of loss in the future. There is some risk of investments in capital market. The risk of investments in capital market is uncertainty of the investment's expectation results (expectation loss). Where there is risk, there is investors' expectation. The model of investment's expectation returns in capital market under risk is set up in this paper and conclusion about the choices between different investors' expectation returns and risk addiction has been drawn.
出处
《中央财经大学学报》
CSSCI
北大核心
2005年第6期24-28,共5页
Journal of Central University of Finance & Economics
基金
中国博士后基金课题(编号:2002 032206)的研究成果之一。
关键词
风险
资本市场投资
预期收益模型
Risk Investments in capital market Model of expectation returns