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基于非正态分布的投资风险测度方法
기우비정태분포적투자풍험측도방법
The Measuring Method of The Risk Investment Based On Nonnormal Distribution

万方数据

中国管理科学中國管理科學 중국관이과학
CHINESE JOURNAL OF MANAGEMENT SCIENCE
2001年 2期 27-30 ,共4页

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오개미

投资项目%风险度%非正态分布%迭代法投資項目%風險度%非正態分佈%迭代法
투자항목%풍험도%비정태분포%질대법

本文通过计算风险点对投资项目的风险进行定量分析，引进当量正态化的方法解决了独立变量非正态分布下的风险的测度问题，在此基础上提出一种新的投资项目风险测度方法
본문통과계산풍험점대투자항목적풍험진행정량분석，인진당량정태화적방법해결료독립변량비정태분포하적풍험적측도문제，재차기출상제출일충신적투자항목풍험측도방법
In This paper, through calculating the risky poit, the author analyses the risk of investment project, introduces equivalent normal method, solves the problem of measure for nonnormal distribution independent variable, and proposes a new method for the risk measure of investment project.