Estimating Risk Appetite of Investors by Financial Market Model

摘要：

　　This paper provide a financial market model to estimate investor risk appetite.To test capability of the model,two cases of market manipulation were utilized in experiment.The result shows that the model can estimate risk appetite of institutional investor and retail investor effectively.It means that the model can be utilized to support market supervision or decision.

关键词： Analysis Risk appetite Financial Market Model institutional investor retail investor

作者: ZHENG Xingchen

作者单位: Financial research Institute of Development Research Center,Beijing,China,10001

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 258-262

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）