Yeyong Zhang
ABSTRACT
Financial assets have the basic characteristics of risk, profitability, liquidity and so on. How to effectively complete the dynamic monitoring of comprehensive risk and investment performance of financial assets is still an important content of asset investment and management business. This paper takes the characteristic engineering as the basic knowledge theory, takes five stocks in China's A-share market as the research object, uses mathematical statistics and other methods to calculate the economic characteristics and physical characteristics of the selected stocks, and constructs the Comprehensive risk index and Investment performance index through the CRITIC-FAHP subjective-objective weighting method, so as to complete the comprehensive calculation and dynamic evaluation of the risk value and investment performance of the selected financial assets. The calculation results show that the comprehensive index constructed in this paper has high accuracy and good stability, which can avoid the evaluation deviation of the single factor model to a certain extent, and scientifically, comprehensively and deeply reflect the complex characteristics and internal laws of financial assets; At the same time, it can also be combined with Markowitz's Mean-Variance model to optimize its parameter structure and configuration, so as to provide some reference for investors or salespeople to make investment decisions.
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Index Terms
- Research on the Dynamic Assessment of Comprehensive Risk Measurement and Investment Performance of Financial Assets
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