Author_Institution :
Coll. of Econ. & Manage., North China Univ. of Technol. (NCUT), Beijing, China
Abstract :
By drawing on international research results, the paper take an empirical method to analyze the risk characteristics of bonds, stocks, futures and other markets in China when the economy has gone through recovery, overheat, stagflation, reflation. At the same time, the paper analyzes empirically the risk characteristics of basic materials, consumer staples, financials and etc. Afterwards, the paper obtains the risk-benefit ratio of various financial assets as well as different industries in different economical circles through financial engineering methodology. On this basis, the paper makes recommendations on how to control the systematic risk in Chinese financial markets.
Keywords :
risk management; securities trading; China securities market; Chinese financial markets; financial assets; financial engineering methodology; risk-benefit ratio; systematic risk characteristics; Conference management; Control systems; Economic indicators; Engineering management; Petroleum; Power generation economics; Risk analysis; Risk management; Security; Technology management; economical circle; securities market; systematic risk;
