Estimating Risk Appetite of Investors by Financial Market Model

机译：金融市场模型估算投资者风险偏好

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This paper provide a financial market model to estimate investor risk appetite.To test capability of the model,two cases of market manipulation were utilized in experiment.The result shows that the model can estimate risk appetite of institutional investor and retail investor effectively.It means that the model can be utilized to support market supervision or decision.

机译：本文提供了估计投资者风险胃口的金融市场模式。在模型的测试能力中，在实验中使用了两种市场操纵案例。结果表明，该模型可以有效地估算机构投资者和零售投资者的风险偏好。方法该模型可用于支持市场监督或决定。

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《International conference on financial risk and corporate finance management》|2013年||共5页
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作者
ZHENG Xingchen;
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原文格式 PDF
正文语种
中图分类公司;
关键词
Analysis; Risk appetite; Financial Market Model; institutional investor; retail investor;

机译：分析;风险胃口;金融市场模式;制度投资者;零售投资者;

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1. On the Probability Estimate of the Insurance Company Bankruptcy in the Model with Stochastic Premiums and Claims and the Opportunity to Invest in Financial (B, S)-market [J] . A.V. Baev, B.V. Bondarev, T.V. Zhmykhova Journal of automation and information sciences . 2010,第9期

机译：具有随机保费和索赔模型的保险公司破产的概率估计以及对金融（B，S）市场的投资机会
2. RIsk SCreening on the Financial Market (RISC-FM): A tool to assess investors’ financial risk tolerance [J] . Ingrid Wahl, Erich Kirchler Cogent Psychology . 2020,第1期

机译：金融市场（RISC-FM）的风险筛查：评估投资者财务风险耐受性的工具
3. Run for the hills: Italian investors' risk appetite before and during the financial crisis [J] . Lippi Andrea, Rossi Simone International journal of bank marketing . 2020,第5期

机译：为山丘跑：意大利投资者在金融危机之前和期间的风险偏好
4. Estimating Risk Appetite of Investors by Financial Market Model [C] . ZHENG Xingchen International conference on financial risk and corporate finance management . 2013

机译：金融市场模型估算投资者风险偏好
5. Two essays on institutional investors Essay one: Institutional investor and asymmetric beta Essay two: The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds [D] . Huang, Jian 2010

机译：关于机构投资者的两篇文章论文一：机构投资者和非对称贝塔论文二：机构投资者和个人投资者在金融市场中的作用：封闭式基金的证据
6. Spread of risk across financial markets: better to invest in the peripheries [O] . F. Pozzi, T. Di Matteo, T. Aste -1

机译：风险分散于金融市场：更好地投资于外围
7. Characterizing Global Investors’ Risk Appetite for Emerging Market Debt during Financial Crises [O] . Mardi Dungey, Renée Fry, Brenda González-hermosillo, 2004

机译：表征全球投资者在金融危机期间对新兴市场债务的风险偏好

Estimating Risk Appetite of Investors by Financial Market Model

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