Risk Measurement of the Securities Market (Research on Management Models)

Author: Wang Mingtao et al.
Publisher:
Publish Date: 2006-05-23
Features: This book first conducts research on the basic concepts of securities market risk. Secondly, based on summarizing and evaluating existing theories and research findings, it designs new securities market risk measurement indicators and studies securities portfolio optimization models and their solution methods based on the new risk measurement indicators. Furthermore, it examines the factors that generate securities market risk and establishes a relationship model between market risk and risk factors. Finally, through empirical analysis, it validates the correctness of the theory and proposes corresponding recommendations, providing valuable references for management to regulate and control 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 that it will help people better understand and manage securities market risk.