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金融风险测量理论的进展

The Progress on the Theory of Financial Risk Measurement
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摘要 金融风险测量理论已经成为金融理论一个重要组成部分和研究方向,金融风险分析已经从过去定性的分析发展到运用先进数学模型进行定量的分析和研究。本文综述了金融风险测量理论的研究进展。 The theory of financial risk measurement has become an important research fiels in financial theory.Financial risk analysis has been transferred from qualitative analysis to the use of advanced mathematical models for quantitative analysis and research.This article reviews the research progress of the financial risk measurement theory.
作者 鹿长余
机构地区 上海金融学院
出处 《上海金融学院学报》 2012年第3期47-59,共13页 Journal of Shanhai Finance University
基金 上海市教委重点课题(J51601)
关键词 VAR 历史模拟法 相容风险测度 VaR Historical Simulation Method Coherent Measures of Risk
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参考文献43

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