
Su tm bi:
www.daihoc.com.vn
Qun tr Ri ro
Th.s Trn Quang Trung 1
!"#
$ $% &' &' &' $% $
!!
"#!
()* )+,-./- 0 &' 1% 1% 1% &' 0
($23456*/-71 8'0$
8&%%
8%%90
8%$9
8&019
8$&77
8$
:;43456*/-71 8$9<$%
$
$!%&!!&!!'()*+,
-./.
0 $!%&!&!!)*+,
1234/-2.5 5 64/
7&!!!,08
/ 95 95 695:5 9
/
' !&!!*+,.!&!!!,08;<=>? /
!&!!*+,.!%&!&!!3/> @? / @
A B*;(*!CD!C%;(;!*+,'().%!
';,*,=. (EC*!&!!!!+F1"!()(
=
7+*;(<!&!!=)!%()()=()E!&!!!,08
?/6@ @
7&!!!,08*(!,C=9/
G=!C&*!&!&!!2!&!!%=E)4
σ7/66 9√/66
7&!!=)!*2*;(*!&!!C&E
;!!)EH= 4
7µ7/Eσ7/66
F1"/5 966/6@ @
I 7J;(<F1"E)!&!!!,08!,K=

Su tm bi:
www.daihoc.com.vn
Qun tr Ri ro
Th.s Trn Quang Trung 2
6@ @?/ 6
(E+;E)!J=)*C!!+!J;)*C=))!J;)*CI 66=K
GK+!+!L(<K,*,%=E)!8D+<
'(%&!,!,<!&!&!!KE)!&!&!!!,08
&
!*CM!(02N4
/.E/
!*!,08>/
7&!!!,08'E+&>9O/.O
0 !*!,08>/
G=&> @ 9 9.42 ==−
P*!+Q;!*!,08E+&.!>
RS 9 @N5 9 @T/R @N T
P*!+Q!&!!!,08E+&.!>
R.@ON.@OT
!*!,08>/.
G=&> @ 9 9.42 ==−
P* ! + Q ; ! * !, 08 E +& .
!>
R.S 9@ N.5 9@ T/R.@ N. @T
P*!+Q!&!!!,08E+&.!
R.@N..@T
' 7(0*&;!*U!,*
RN0T/RS N5 TE);!#!!=Q
• P/.*RN0T/RNT
E)*R @N T.!!+;!%&;!*U!,
*RNT*)Q %D+!%M0*&
• P/..*RN0T/R.N.T
E)*R.@ N. @T.!!+;!%&;!*U
!,*R.N.T=))Q %D+!%M!(0*&
• V ) * (< !( 0* & E 0* & %() %M !(
()!,8
42−/
/
/
B*()!,8!,C.!W6@
7(0*&;!*U!,*
RN0T/RS N5 T/RN TE);!#!!=Q

Su tm bi:
www.daihoc.com.vn
Qun tr Ri ro
Th.s Trn Quang Trung 3
• P/.*RN0T/RNT
E)*R @N T.!!+;!%&;!*U!,
*RNT=))Q %D+!%M!(0*&
• P/..*RN0T/RN.T
E)*R.@ N. @T.!!+;!%&;!*U
!,*RN.T=))Q %D+!%M!(0*&
• V ) * (< !( 0* & E 0* & %() %M !(
()!,8
42−/
/
/
B*()!,8!,C.!W6
• C;'(2F1"4E+&.!>
.O9 /.OE)';,*,= Q
C ; '( 2F1"4 E +& . !>
.O9. @/..@OE)';,*,= Q
%
!!,*!CCC1;;.!;=/
2;!!,08!,4
12#!!!!,4 /S12C!!,4
/- X
−
/6 6Q
0 YK()'*D+!!=%.;(*'6=%!,
<(;(*'=%!,6 ()%C+!('
J;(*'=%
12#!!!!,64 /S12!,6!%=@!4
Z+!;/ 2;!!,08!,64
$;!;!*+,!,0*'()%C+
6 @
1 66
66 @
@
7(%!!#%();!K!8= Q
7(0*&;!U!,*
RN0T/RN 5 T/RN TE);!#!!=Q
Y)=;D;!
J&!!#%();!;!U!,*RN0T=

Su tm bi:
www.daihoc.com.vn
Qun tr Ri ro
Th.s Trn Quang Trung 4
( )
[1
0
[10$1 =
≤=
−
≤=≤
7(%!
6 @
2≈=
';(*'=%!,6.+;(*'6=%
!,!)!8;<D+!%M!(0*&
' !)''(%M;(*'=%!8
!=%!,08=6
"#!,08!!=6!,
"#=+=6!,
%(%*!!,!)#!!=.\=;!!,
08!,!*!CC**#!!=
6
1
5.0*
3
1=!8
=+)%()=%!D*
Z+'

Su tm bi:
www.daihoc.com.vn
Qun tr Ri ro
Th.s Trn Quang Trung 5
=>?>@=>A2@BA2C:D:2@C:
/-
:;4
#E);
))
);
)) F6F
);))
* G
)HF
6F >GH45
:;))
* G
) GH
45
. . @ @
@. . @
6 . .
@ . . 6 6
6. . @ 6
. .
6. . 6
. @.
6. @. @
@. @. @
AF# ,H);))
);)) ;-4I
J5 H)
---@
---
--- @
---6 6
AF# ,-5 3);))
:;)) ;-4I
J5 H)
---. .
.---6. .
6.---. .
.---. @. @