摘要
投资活动在给投资者带来利益的同时也伴随着风险,因此,如何确定影响投资者风险承受能力的主要因素以及如何建立统计模型区分不同风险承受能力的客户就显得十分重要。本文结合定性分析及定量分析两种研究方法对此问题进行了讨论,结果表明投资者的过去与目前的投资行为,对待投资及储蓄的态度,以及本身的工资水平等因素都是影响投资风险承受能力的显著变量。应用这些变量建立的统计模型可以准确预测(约70%)客户的投资风险承受能力。该研究为银行分析其客户投资风险承受能力提供了一个简单有效的参考模式。
Investment can reap rich rewards and at the same time it comes with its own risk. So it is very important to know what are the main factors that affect the risk tolerance of investment and to develop models for discriminating customers into different levels of risk tolerance. This article studies the above two questions with both qualitative and quantitative approaches. The results show that the investors＇ past and current investment behavior, their attitude towards investment and saving, and their salary etc. are significant factors. Statistical models with these factors as explanatory variables can classify the customers into different levels of risk tolerance with a high accuracy （ 70% ）. The study provides banks a simple yet effective framework to study their customers＇ risk tolerance of investment.
出处
《数理统计与管理》
CSSCI
北大核心
2007年第6期1062-1065,共4页
Journal of Applied Statistics and Management
