An Analysis Method Of The Coherent Measure Of Risk

First of all, This article discussed the nature of the coherent measure of risk,andconstructed a new model of coherent measure of risk.we contracted the optimal port-folio model in the model of the coherent measure of risk,at the same time we analyzedthe nature of the optimal solution model and the existence of the optimal solution inthe meaning of the financial,and then used the data of the China's securities marketto compare the di?erence between the portfolio in the coherent measure of risk andthe traditional measure of risk,and empirical the feasibility of the model.The innovation of the paper is specifically analyzing the fundamental natureof the model of the coherent measure of risk and the feasible and e?ective frontierin the portfolio model.Finanly using empirical result guide our investment better.