| 证券投资风险计量理论与方法的评析 |
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| 引用本文： | 李秉祥.证券投资风险计量理论与方法的评析[J].西北轻工业学院学报,2005,23(5):124-128. |
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| 作者姓名： | 李秉祥 |
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| 作者单位： | 西安理工大学工商管理学院,陕西西安710048 |
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| 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。
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| 关 键 词： | 证券投资 风险 效用理论 VaR |
| 文章编号： | 1000-5811（2005）05-0124-05 |
| 收稿时间： | 2005-05-19 |
| 修稿时间： | 2005年5月19日 |
ANALYSIS AND EVALUATION OF THE THEORIES AND METHODS IN EVALUATING THE RISKS OF SECURITY INVESTMENT |
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| LI Bing-xiang.ANALYSIS AND EVALUATION OF THE THEORIES AND METHODS IN EVALUATING THE RISKS OF SECURITY INVESTMENT[J].Journal of Northwest University of Light Industry,2005,23(5):124-128. |
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| Authors: | LI Bing-xiang |
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| Abstract: | 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. |
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| Keywords: | security investment risk effectiveness theory value at risk |
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