摘要
Basing on analysis of specialities of investment risk and reviewing the history of risk measurement,this paper advanced a more perfect measure:expectation semivariance model with capital factor.
Basing on analysis of specialities of investment risk and reviewing the history of risk measurement,this paper advanced a more perfect measure:expectation semivariance model with capital factor.
出处
《统计研究》
CSSCI
北大核心
2002年第10期44-49,共6页
Statistical Research
