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Risk Measurement research Under Behavioral Finance

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DOI: 10.38007/Proceedings.0001381

Author(s)

Sijia Lyu

Corresponding Author

Sijia Lyu

Abstract

In the last few decades, an increasing amount has been given to risk measurement in the financial market. usually occurred under traditional risk evaluation approach and lead financial market appear unstable trend. In order to solve this problem, this paper will firstly compare with risk measurement under traditional and behavior finance. Based on shortage of behavior finance, this paper will construct new risk measurement method to verify that new risk measurement method is more efficient compared with to research the relationship between risk and return. Finally, this paper will show the disadvantages and suggestions for new risk measurement method.

Keywords

Behavioral Finance; New Risk Measurement Method; Variance Approach