Customer Risk Management and CAPM Model Application
Journal: Modern Economics & Management Forum DOI: 10.32629/memf.v4i3.1372
Abstract
Purpose: The purpose of this paper is to discuss the combined application of customer risk management and CAPM model, specifically including the definition, classification and assessment methods of customer risk, as well as the basic principles, formulas and assumptions of CAPM model. The paper will also analyse the application and improvement of the CAPM model in domestic and international capital markets, as well as risk management practices based on the CAPM model. Methods: A review and analysis of relevant literature. Results: Effective customer risk management can help financial institutions and investors to identify, assess and control potential risks, so as to achieve effective asset allocation and risk-return optimization. Conclusion: The combined application of customer risk management and CAPM model can help investors and financial institutions better assess and manage risks and formulate reasonable investment strategies. However, since some basic assumptions of the CAPM model are difficult to be fully established in the actual market, future research and practice should focus on improving and expanding the CAPM model to better adapt to market changes and investor needs.
Keywords
customer risk management, CAPM model, capital market, risk assessment, risk management
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[3] Qian H , Guo H , Sun B ,et al.Integrated inventory and transportation management with stochastic demands: A scenario-based economic model predictive control approach[J]. Expert Systems with Application. 2022; (Sep.): 202.
[4] Yanbin Gao. Research on the relationship between expected stock return and risk based on CAPM model - a sample of small and medium-sized board market stocks[J].Productivity Research. 2018; (1):5
[5] Amaral C , Kolsarici C , Nediak M .The impact of discriminatory pricing based on customer risk: an empirical investigation using indirect lending through retail networks[J]. European Journal of Marketing. 2023; 57(13):56-86.
[6] Guohao Zou, Xuyao Wang. Value estimation of Laofengxiang based on CAPM model[J]. Modern Business. 2018; (23):4.
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