The Stock Risk Measurement Model Based on the LG Function

摘要：

The risk of storks is derived from uncertainty of investment income. In this paper, the 1g function is used as the measurement function of the uncertainty to measure investment risk and based on which a lg function stock risk measurement model suitable for Chinas securities market is established. The practicality of lg function stock risk measurement model is checked by means of the practical data of stocks in the Shanghai Stock Exchange of China. The empirical results demonstrated that the proposed lg function stock risk measurement model is effective to assess the risk of stock investment.

关键词： risk measure model subinterval uncertainty

作者: YUAN Bo ZHANG He LIU Jie

作者单位: Department of graduate, Hebei North University, Zhangjiakou, Hebei, P.R.China, 075000 College of science, Hebei North University, Zhangjiakou, Hebei, P.R.China, 075000 English Departments, Zhangjiakou Institute of Education, Zhangjiakou, Hebei, P.R.China, 075000

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 121-125

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）