通过对不同投资机构管理的金融资产回报率的风险进行广义随机占优检验,能够定量判断风险管理水平的高低。将这一方法和定性评价方法相结合,可以较为全面地对金融机构的风险管理能力进行评价,并对管理者的管理水平做出总体判断,从而有助于企业年金、社保基金、专户理财等大资金对投资管理人进行较为客观的选择,实现各方共赢。 The generalized stochastic dominance test on the risk of the return on financial assets managed by different investment institutions can quantitatively determine the level of risk management. Combining this method with the qualitative evaluation method can evaluate the risk management ability of financial institutions in a more comprehensive way and make an overall judgment on the management level of managers so as to contribute to the development of enterprise annuity, social insurance fund, special account wealth management Investors such as large capital funds more objective choice, to achieve a win-win situation.