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中文摘要：
本文综述有关市场风险度量方法的发展过程和前沿问题.在分类概述基于收益分布矩信息的风险度量、随机优势准则、VaR、Coherent风险度量、凸风险度量和多期动态风险度量等定量模型的基础上,指出各类模型的优点、所存在的问题及可能的解决办法,并对未来风险度量方法的研究进行展望.
英文摘要：
This paper reviews the development process and cutting-edge issues of the methods of market risk measurement.On the basis of classificatory introduction of risk measure based on the moments of return distribution,stochastic dominance criteria,VaR,coherent risk measurement,convex risk measure and multi-stage dynamic risk measure,we point out the advantages and disadvantages of the exsited models and problems,and the possible resolving strategies,and look into the future research of risk measurement methods.
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