Details

Autor(en) / Beteiligte

• Cui, Hai Bo Cui Hai Bo

Titel

Research of the model and optimum management of the risk in financial market

Ort / Verlag

ProQuest Dissertations & Theses

Erscheinungsjahr

2008

Quelle

ProQuest Dissertations & Theses A&I

Beschreibungen/Notizen

• Translation from original language as provided by authorMeasuring and managing the risk of financial market scientifically and rationally has become one of primary questions, which is cared by financial workers and scholars. The distribution function of the earning ratio of the financial assets is a very important concept in the modern financial theory; it is the foundation that the risk of financial market measures. Considering the universality and tractability of normal distribution, people often suppose the earning ratio of the assets obeys normal distribution; But the real result of study indicates normal distribution can't describe " the peak, thick end " and " different variance " phenomenon of the financial data, thus will cause the error that the risk of financial market measures. The measuring model of the portfolio risk has important meanings to increase income of the investors and take precautions against the risk of financial market; in addition investors can be able to evade the risk of financial