摘要
从证券投资风险的基本含义及其本质属性出发,提出一种新的风险度量方法,并建立包含损失可能性、损失大小、损失易变性和投资者风险偏好系数的风险度量新指标,从而突出了可能损失大小在风险度量中的重要地位。
This paper puts forward a new method of investment risk measurement from the essential meaning and essence of securities investment. It sets up a new index which covers the probability of loss, the volume of loss, the changeability of loss and the risk preferred modulus. With the new index, the volume of probable loss is highlighted in investment risk measurement.
出处
《武汉科技大学学报》
CAS
2007年第1期110-112,共3页
Journal of Wuhan University of Science and Technology
关键词
风险
偏好系数
损失易变性
risk
preferred modulus
changeability of loss
