基于Copula函数的钢铁上市公司股票投资风险评价

发布时间：2018-03-14 06:34

本文选题：钢铁上市公司　切入点：Copula　出处：《安徽工业大学》2014年硕士论文　论文类型：学位论文

【摘要】：钢铁上市公司代表整个钢铁行业的优质公司，这些上市公司股票投资风险该如何辨识，怎样通过现有的上市公司数据对其进行风险评价。本文以我国钢铁板块23家上市公司为研究对象，以钢铁上市公司经营状况的角度，对我国钢铁上市公司股票投资进行风险评价。本文首先以评价方法和评价指标综述了股票投资风险评价的研究现状；又以证R凳谐》缦铡⒔鹑谧什楹稀⒒懵始捌渌矫嫠母龇矫胬醋凼鯟opula函数的研究现状。然后以实际数据为支撑，根据钢铁上市公司及钢铁板块指数周期内的变化，分析了钢铁上市公司股票投资风险程度。最后运用Copula函数对钢铁上市公司股票投资风险与钢铁上市公司经营相关性进行研究，，研究的指标有钢铁板块指数与营业总收入、营业总成本、利润总额、净利润、应付职工薪酬，营业总收入与营业总成本，营业总收入与应付职工薪酬，营业总成本与净利润，净利润与应付职工薪酬之间的相关性，并分析指标间的相互影响程度。本文研究的钢铁上市公司股票投资风险问题有钢铁上市公司复苏缓慢，经营不善，发展受限，竞争激烈这四类问题。最后提出了相应的对策，强化自身内涵建设，转变目前发展观念，利用外部资源发展。
[Abstract]:Listed iron and steel companies represent high-quality companies in the entire steel industry, and how do these listed companies identify stock investment risks? How to evaluate the risk of listed companies through the existing data of listed companies. This paper takes 23 listed companies in China's iron and steel plate as the research object, and from the point of view of the operating conditions of the listed steel companies, This paper evaluates the risk of stock investment of listed iron and steel companies in China. This paper firstly summarizes the research status of stock investment risk evaluation by the evaluation method and evaluation index, and then proves the risk evaluation of stock investment by proving R bench harmony > guillotine 13 quail? Jacaranda 11? The present situation of research on the opula function of mandarin vinegar based on real data, according to the changes in the cycle of listed steel companies and steel plate index, This paper analyzes the degree of stock investment risk of listed iron and steel companies. Finally, we use Copula function to study the correlation between stock investment risk of steel listed companies and the operation of listed iron and steel companies. The indexes of the study include the iron and steel plate index and total operating income. The correlation between total operating costs, total profits, net profits, wages payable to employees, total operating income and total operating costs, total operating income and pay payable to employees, total operating costs and net profits, net profits and salary payable to staff and workers, The degree of interaction between indicators was analyzed. In this paper, the stock investment risk of listed iron and steel companies are four kinds of problems, such as slow recovery, poor management, limited development and fierce competition. Finally, the corresponding countermeasures are put forward to strengthen the construction of their own connotation. Change the current concept of development, use external resources to develop.
【学位授予单位】：安徽工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.51;F426.31

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