摘要
在对现有投资风险及证券投资风险基本概念分析的基础上,通过对其本质属性的深入探讨,提出了更为全面的描述证券投资风险本质属性的风险定义:在一定的客观条件和一定的时间内,由于不确定因素的作用引起证券价格变动,给投资者造成损失的可能性以及损失程度。基于此定义,从数理的角度给出了一种新的风险计量指标,此指标对证券投资风险的描述更全面、科学,为证券投资风险计量的进一步科学化提供了新的思路。
Based on analysis of the basic concepts of current investment risk and securities investment risk, a definition with a more complete description of essential attribute is given for securities investment risk after a deep inquiry: likelihood of loss for investors or loss resulted from securities price fluctuation induced by indefinite factors under a certain objective condition and within some time. A new risk measurement quota is given from mathematic point of view on the basis of this definition. This quota gives an overall, scientific description of securities investment risk, which provides quite new a philosophy for measurement of securities investment risk in further conformity with science.
出处
《河南金融管理干部学院学报》
北大核心
2003年第4期61-63,104,共4页
Journal of Henan College of Financial Management Cadres
基金
教育部"十五"规划资助项目(01JAQ910006)
