摘要
介绍了证券投资风险计量理论研究的发展历史,评述了各种证券投资风险理论与计量方法的优点和不足,旨在帮助决策者根据具体情况选择适合自己的风险计量方法,提高投资决策的效率。
This paper introduces the development of the risk-estimating theory in security investment, and analyses the advantages and disadvantages of various relative theories and methods. It aims at helping people to make proper decision according to the objective situation and to promote the effectiveness of decision-making in security investment.
出处
《陕西科技大学学报（自然科学版）》
2005年第5期124-128,共5页
Journal of Shaanxi University of Science & Technology
关键词
证券投资
风险
效用理论
VAR
security investment
risk
effectiveness theory
value at risk
