摘要
探讨关于风险的三个核心问题 ,即风险的定义、数学表述和度量指标 .给出风险量化的实现途径 ,介绍国内外目前几类典型的风险度量指标 ,并对其中一个度量指标作出合理修正 .同时 ,简述这些结果在风险投资实践中的应用 ,为风险投资的实践提供理论依据 .
Three core problems on risk are discussed,i.e.,a strict definition of risk,the mathematical description of risk and the risk measure index.The ways to achieve the mathematical quantification of risk are given.Several typical classes of risk measure index current in the world are introduced and one index of those is reasonably modified.In the meanwhile,those results are applied to the study of venture-capital investment in order to provide the theoretical basis for the practice of venture-capital investment.
出处
《同济大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2002年第9期1145-1151,共7页
Journal of Tongji University:Natural Science
基金
国家自然科学基金重点资助项目 (7983 0 0 3 0 )
国家软科学计划资助项目 (K99-10 -4 4)
