金融风险统计度量标准研究

作     者：王爱民 何信 Wang Aimin;He Xin

作者机构：天津大学管理学院博士研究生 天津大学管理学院博士、副教授 

出 版 物：《统计研究》 (Statistical Research)

年 卷 期：2005年第22卷第2期

页      面：67-72页

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 020202[经济学-区域经济学] 0714[理学-统计学（可授理学、经济学学位）] 

主　　题：金融风险 度量标准 统计 

摘      要：The paper shows the standard problems of risk measurement in the fields of *** give a general standard of risk measurement based on the characteristic and essential,axiom and theorem system of *** on this standard,from variance,semi-variance,and β coefficient to VaR,such risk measurements were analyzed and developed,and some false ideas,methods were ***,we present a risk measurement by combining the risk preference,contingent *** proved from the point of mathematics and analyzed from the point of econometrics that the measurement is a perfect and promising *** has the important significance for risk management.