We focus on the construction of risk spectra and the application of spectral risk measures to the financial markets.

研究了风险谱函数的构造及谱风险度量在金融市场中的应用。

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Academics have also suggested that investment decisions should be based on downside risk measures relative to target returns.

研究人员还认为，投资决策应以相对于目标收益率的下跌风险指数为依据。

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At first, a theoretical background related to risk measures and a survey of researches are presented, with current researches on the market risk theory and liquidity risk theory focused on.

首先，论文介绍了风险计量的相关理论背景与国内外的研究概况，重点介绍了市场风险及流动性风险的理论研究现状。

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Then, we compare different kinds of Function risk measures through selecting different distortion functions, hoping to find basis for the selection.

再对选取不同扭曲函数得到的各种函数型风险度量模型做比较，希望找到选取扭曲函数的依据。

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Mechanism; Risk; Measures;

机制；风险；措施；

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Mechanism; Risk; Measures;

机制；风险；措施；

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