摘要
本文分析了现行风险度量指标存在的问题，给出了一种新的风险度量定义，并将它应用于组合投资的风险分析中。
This paper analyses the problem in the current index of risk measure. A new risk measure defination is proposed and a generalized Sharpe formula has been drawn after it is applied to the risk analysis of portfolio investment.
出处
《宝鸡文理学院学报（自然科学版）》
CAS
1999年第2期20-22,共3页
Journal of Baoji University of Arts and Sciences(Natural Science Edition)
