价格波动下的行业组合风险控制

Discussion on the Risk Control of Trade Grouping under the Price Fluctuation

考察了目前行业风险管理的研究和应用状况,结合现实经济运行中出现的资产价格剧烈波动的新情况,提出了引入价格波动因素的行业组合系统风险控制模型,将价格因素对行业组合风险的影响做了初步的量化,并对模型的应用前景和未来行业组合风险控制的研究方向做了展望。

This paper surveys the research and application of current industry risk management, and connecting with the new situation of violent fluctuation of assets price in the operation of actual economy, advances the risk control model of trade grouping system with price fluctuation factor, quantifies the influences of price factors on the risk of trade grouping, and looks forward to the application prospects of the model and the research direction of future research direction of trade grouping risk.