Entropy Risk Of The Domestic Securities Portfolio Selection Model And A New Dynamic Coherent Risk The Measure Dcvar

In this paper, using information theory and method, we define a different combinatorial risk degree of investment for the project combinations and establish a combinatorial project model. Considering the combined information, we define a new combinatorial risk degree and establish a better combinatorial project model. Then we give stock combination investment models for the Chinese pattern according to the practice of the stock market in China. Finally, this paper takes the investment period as the point of division, via coherent standard of risk measurement, and presents a new dynamic coherent risk measurement DCVaR, and gives a discussion of it.