将阿基米德copula应用于谱风险度量（SMR），提出了一种新的风险度量方法（copula-SMR方法）。选取G-H分布对边缘分布进行建模，采用极大似然估计对给定的阿基米德copula进行参数估计，选择能更好拟合实际数据的copula函数，运用二次规划方法，计算相应的谱风险值，确定了在不同期望收益率下最优投资组合。

The Archimedean copula theory has been employed in the calculation of spectral risk measure (SMR), and a new method of risk measurement (copula-SMR) has been put forward. The G-H distribution was used to construct the marginal distribution and estimate the parameters of the given Archimedean copula by the maximum likelihood method, and finally a better copula was chosen in order to fit the dependence of the actual data. A quadratic programming method was chosen to compute the SMR and determine the optimal portfolio coefficient for different expected rates of return.