[1]WANG Mingtao..Research on the measurement and control of risk of securities investment frequency[J].Journal of Zhengzhou University (Engineering Science),2003,24(02):53-58.[doi:10.3969/j.issn.1671-6833.2003.02.014]
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Journal of Zhengzhou University (Engineering Science)[ISSN
1671-6833/CN
41-1339/T] Volume:
24卷
Number of periods:
2003年02期
Page number:
53-58
Column:
Public date:
1900-01-01
- Title:
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Research on the measurement and control of risk of securities investment frequency
- Author(s):
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WANG Mingtao.
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- Keywords:
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- CLC:
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- DOI:
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10.3969/j.issn.1671-6833.2003.02.014
- Abstract:
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The frequency of securities investment Risk describes the frequency of adverse results within a specified period of time, reflecting the urgency of risk negativity. Although people recognize the urgency of negativity in risk measurement, the measurement and control of frequency risk are often limited to qualitative analysis and lack theoretical support. Starting from the analysis of the essential attributes of the frequency risk of securities investment, from a quantitative point of view, by introducing the frequency coefficient, a measurement model of frequency risk is proposed, and the estimation method of frequency risk is given, especially the two estimation methods of frequency coefficient. Finally, it is theoretically proved that by constructing a securities portfolio, the frequency risk can be effectively reduced, which provides a useful reference for the in-depth study of frequency risk.