摘要
本文提出了正离差负离差的概念 ;并运用它们分别来衡量风险回报和风险损失 ;并提出了一个反映风险回报率和风险损失频率的信息量k。
The papr gives positive deviation and negative deviation,and uses them to measure risk-return and risk-loss. Meanwhile give an information k to measure frequency abot risk-return and risk-loss.
出处
《运筹与管理》
CSCD
2003年第1期70-73,共4页
Operations Research and Management Science
