%0 Journal Article
%T Research on Quasi-Coherence Risk Measures based on Option Pricing Theory from the View of Equity Investors<br>权益人视角下基于期权定价理论的类一致性风险测度研究
%A ZHANG Sheng-ping
%A WU Chong-feng
%A <br>张昇平
%A 吴冲锋
%J 系统工程理论与实践
%D 2007
%I 
%X Based on the fact of that different actors in financial markets are acting differently and have different roles,Financial Risk can be classified into Equity Risk and Risk of Creditor's Rights.Then the Quasi-Coherent Risk Measure based on option pricing theory from the view of equity investors is defined to measure Equity Risk.Under this definition,Translation Invariance and Shift Invariance are united by the Quasi-Coherent Risk Measure properties of Translation and Incorruptibility.The Quasi-Coherent Risk Measure which is an insurance style is an extension of the Coherence Risk Measure in Artzner et al(1999) paper which is a bail style.
%K Equity Risk
%K Quasi-Coherent Risk Measures
%K Coherent Risk Measures
%K Option Pricing Theory<br>权益风险
%K 类一致性风险测度
%K 一致性风险测度
%K 期权定价理论
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=546FD69845278D8E&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=9CF7A0430CBB2DFD&sid=9CF7A0430CBB2DFD&eid=7801E6FC5AE9020C&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=14