| VaR风险测量模型在我国股票市场中的应用 |
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| 引用本文： | 陈立新.VaR风险测量模型在我国股票市场中的应用[J].大连铁道学院学报,2004,25(2):72-75. |
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| 作者姓名： | 陈立新 |
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| 作者单位： | 大连铁道学院管理工程系 辽宁大连 116028 |
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| 摘 要： | VaR是风险估值模型(Value at Risk)的简称，是近年来国外兴起的一种金融风险管理工具．本文在国内外学者的研究基础上，运用我国证券市场的有关数据对VaR风险测量模型在我国股票市场风险测量中的具体应用作了实证分析，旨在寻找一套符合我国国情的具有可操作性的证券市场风险测量体系，从而促进我国证券市场的健康发展．
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| 关 键 词： | 证券市场 证券组合投资 风险测量 风险估值模型 |
Application of VaR for Risk Measurement in China |
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| CHEN Li-xin.Application of VaR for Risk Measurement in China[J].Journal of Dalian Railway Institute,2004,25(2):72-75. |
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| Authors: | CHEN Li-xin |
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| Abstract: | Based on the theories of former experts, this article makes further statement about Value at Risk and applies some relevant data of China stock market to analyze the application of VaR for risk measurement in stock market in order to form operation system of stock risk measurement and to promote the development of a more stable stock market . |
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| Keywords: | VaR model risk estimate |
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