基准收益与认知风险熵式度量(英文)

Benchmark Return and Perceived Risk Based on Entropy

基准收益率是证券投资决策过程中需要考虑的一个重要概念。考虑基准收益率,构建了证券投资认知风险熵式度量模型,研究了基准收益率与证券投资认知风险的关系,研究结果表明:证券投资的基准收益率大小与证券投资的认知风险呈正相关关系。

Benchmark return is an important concept in the investment decision process. Based on the benchmark return, a perceive risk measuring model is presented. The relation between benchmark return and perceived risk is studied. The results show that the correlation between the benchmark return and perceived risk is positive.