股票风险的估计模型及其应用研究  

Estimation method of stock risk and application research

作　　者：陶建宏[1] 王京芳[1] 张蓉[1] 

机构地区：[1]西北工业大学管理学院,西安710072

出　　处：《天津职业技术师范学院学报》2004年第1期74-77,共4页Journal of Tianjin Vocational Technical Teachers'college

摘　　要：从股票风险管理理论和应用角度讨论了股票风险估计问题。分析了股票风险的特征及估计的困难,探讨了股票风险估计的方法———系统性风险的因素模型,在此基础上建立了股票风险估计模型并进行了应用模拟。This article discusses the stock risk pricing from the view of stock risk management theory and practice. Firstly, it analyzes the feature of the stock risk and the difficulty of pricing, then it discusses the evaluation method of stock risk pricing—factor model of systematic risk, and creates stock risk pricing model basing on it and application.

关 键 词：股票风险 Β系数 因素模型 

分 类 号：F830.9[经济管理—金融学]