The best way to conference proceedings by Francis Academic Press

Web of Proceedings - Francis Academic Press
Web of Proceedings - Francis Academic Press

The Theory and Empirical Research of Risk Measuring Method Statistics and Portfolio Model

Download as PDF

DOI: 10.25236/mfssr.2019.082


Ziqi Li

Corresponding Author

Ziqi Li


The securities market is a high-risk market, which is affected by the national economic situation, policy changes and the market's own laws. Under the background of the rapid development of China's securities investment fund market, the number and scale of funds have been expanding, and market risk has rapidly become the main risk facing China's securities investment fund market. In most frameworks, risk measurement is a function of portfolio returns in all possible ranges. Once the behavior of investors can be expressed numerically, it is actually possible to use different optimization methods to calculate the optimal asset allocation for a particular investor. Investors often make necessary analysis and evaluation on the risk status of the invested objects before and during the investment, and find out management countermeasures that are consistent with their investment objectives and characteristics, so as to reduce possible losses. The globalization and integration of economy and finance, the innovation of financial products and systems, and the popularization of the Internet have increased financial risks day by day.


Securities, Risk measurement, Financial risk