摘要翻译：
这篇论文是为两个研讨会提交和撰写的：一个英国大学风险会议和一个风险管理行业研讨会。因此，目标受众是学术界和业界专业人士的交叉部分。当前正在进行的全球信贷紧缩凸显了金融领域风险度量对企业和监管者的重要性。尽管风险度量对风险管理至关重要，但很少有论文回顾它们或跟踪它们从最重要的开始到今天的演变。本文回顾了金融数学中最重要的投资组合风险度量，从Bernoulli(1738)到Markowitz的投资组合理论，再到目前流行的CVaR（条件风险价值）等风险度量。我们提供了风险度量的时间回顾，并调查了不太为人所知的风险度量，如特雷诺比率。
---
英文标题：
《Risk Measures in Quantitative Finance》
---
作者：
Sovan Mitra
---
最新提交年份：
2009
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
--

---
英文摘要：
  This paper was presented and written for two seminars: a national UK University Risk Conference and a Risk Management industry workshop. The target audience is therefore a cross section of Academics and industry professionals.   The current ongoing global credit crunch has highlighted the importance of risk measurement in Finance to companies and regulators alike. Despite risk measurement's central importance to risk management, few papers exist reviewing them or following their evolution from its foremost beginnings up to the present day risk measures.   This paper reviews the most important portfolio risk measures in Financial Mathematics, from Bernoulli (1738) to Markowitz's Portfolio Theory, to the presently preferred risk measures such as CVaR (conditional Value at Risk). We provide a chronological review of the risk measures and survey less commonly known risk measures e.g. Treynor ratio.
---
PDF链接：
https://arxiv.org/pdf/0904.0870