风险值度量与基金资产组合的风险分析被引量：1

Risk Assessment and Portfolio Management

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摘要风险值是一种十分有力的风险度量工具,无论哪种资产以及哪种风险因素,只要对组合的未来价值概率分布产生影响,就会被风险值工具捕捉到。

作者马东浩

出处《证券市场导报》北大核心 2003年第2期36-41,共6页 Securities Market Herald

关键词风险值度量基金资产组合风险分析

参考文献14

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证券市场导报

2003年第2期

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