Risk Measurement of Securities Market - Research on Management Models

Author: Wang Mingtao, et al
Publisher:
Publish Date: 2006-05-01
Features: This book first conducts research on the basic concepts of the securities market risk; second, based on summarizing and evaluating existing theories and research findings, it designs new securities market risk measurement indicators, and studies the securities portfolio optimization model and its solution methods based on the new risk measurement indicators; further, it examines the factors that generate securities market risk and establishes a model relating market risk to risk factors; finally, it validates the correctness of the theory through empirical analysis and proposes corresponding recommendations, providing valuable references for management in supervising and controlling securities market risk. This book is a continuation of existing research on securities market risk theory and addresses issues in the current stage of securities market risk measurement and management. It is believed to help people gain a deeper understanding of the calculation and management of securities market risk.