| 关于风险度量模式的评析 |
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| 引用本文： | 张婧,王磊彬.关于风险度量模式的评析[J].长春工程学院学报(社会科学版),2010,11(3):47-49. |
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| 作者姓名： | 张婧 王磊彬 |
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| 作者单位： | 长春工程学院,长春,130012;西南财经大学,会计学院,成都,610074 |
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| 摘 要： | 简要回顾了风险度量的发展过程,对主要的风险度量方法进行分析对比,指出其优点和不足,并分析了风险度量方法的未来发展趋势。
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| 关 键 词： | 方差模型 哈洛模型 风险值模型 比较评析 |
An analysis and comment on risk measurement models |
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| ZHANG Jing,WANG Lei-bin.An analysis and comment on risk measurement models[J].Journal of Changchun Institute of Technology(Social Science Edition),2010,11(3):47-49. |
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| Authors: | ZHANG Jing WANG Lei-bin |
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| Institution: | ZHANG Jing,et al.(Changchun Institute of Technology,Changchun 130012,China) |
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| Abstract: | This article briefly reviews the development of risk measurement and points out its advantages and disadvantages through analysis and comparison,and it analyzes the risk of the development trend of measurement methods. |
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| Keywords: | variance model Halo model VaR model comparative analysis |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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