摘要
从理论和实用两方面综合介绍各种风险度量模型及其特点。根据风险度量模型的发展状况和特点 ,将其分为三类 :方差及其变化模型、含基准点的风险度量模型和VaR及其变化模型 。
Various risk measuring models and their peculiarities are comprehensively represented from both theoretical aspect and practical aspect. According to their state of development and peculiarity, they are divided into three classes: model of variance and its variants; models of risk measurement containing reference point; and models of VaR and its variants. The chief agents which promote the development of risk measuring model are summarized.
出处
《华侨大学学报（哲学社会科学版）》
2002年第3期29-36,共8页
Journal of Huaqiao University(Philosophy & Social Sciences)
