条件在险值,CVaR英语短句,例句大全

条件在险值,CVaR
1)CVaR条件在险值
1.Stochastic Programming Model with CVaR-Recourse Criterion For Credit Portfolio Optimization;信用资产组合优化的“条件在险值-补偿”型随机规划模型

英文短句/例句

1.Stochastic Programming Model with CVaR-Recourse Criterion For Credit Portfolio Optimization信用资产组合优化的“条件在险值-补偿”型随机规划模型
2.A Calculation of VaR and CVaR Based on ARMA-GARCH Model基于ARMA-GARCH模型的风险价值与条件风险价值计算
3.Analysis on Long Term Investment Policy by NPV Under the Circumstances of Risks and/or Inflation;利用净现值在有风险和通货膨胀条件下的长期投资决策分析
4.A Measurement of the Value of Risks─the Application of Autoregressive Conditional Heteroskedasticitymodel to Financial Anticipation;风险价值量测算──条件异方差模型在金融预警中的应用
5.A Study on Conditional Risk at Value Models;条件风险值（CVaR）模型的理论研究
6.Condition value at risk evaluation of adopting interruptible power price实行可中断电价的条件风险价值评估
7.Conditional Value-At-Risk for Linear Portfolios with Two Category Distributions Risk Factors;两类风险因子线性投资组合的条件风险价值
8.Conditional Value at Risk Based Optimization of Power Purchasing Portfolio in Multiple Electricity Markets and Risk Management;基于条件风险价值的购电组合优化及风险管理
9.The Research on the Futures Hedging Model Based on Conditional Value at Risk基于条件风险价值的期货套期保值模型研究
10.Credit Risk Modeling and Numerical Simulation under Incomplete Information;不完全信息条件下信用风险建模与数值模拟
11.The Calculation of VaR Based on Different Distributions and Empirical Study;不同分布条件下的风险价值及其实证研究
12.log-optimal Portfolio with a CVaR Constraint;以条件风险价值为约束的log-最优投资组合问题
13.The Optimal Portfolio Model Based on CVaR;基于条件风险价值的投资组合优化模型
14.Comparative Analysis of Value-at-risk and Tail Conditional Expectation in Application风险值和尾部条件期望的实证比较分析
15.Portfolio models with conditional value-at-risk for generation companies条件风险价值约束下的发电商容量分配模型
16.Loan's Portfolio Optimization Model of CvaR Minimum Based on Credit Risk Transfer基于信用风险迁移条件风险价值最小化的贷款组合优化模型
17.Study of Bacterial Activity under Low Temperature and Low pH Conditions;`细菌在低温低pH值条件下的活性研究
18.Applications of contingent valuation method in evaluation of non-market values;条件价值评估法在非市场价值评估中的应用

相关短句/例句

CVaR条件在险价值
1.And the paper also trys to improve and explore other supply chain management methods and ideas through bringing in financial quantitative algorithms—VaR and CVaR.全文以风险管理理论为线索;以模拟实验、线性规划为基本工具;以在险价值和条件在险价值在供应链风险管理领域的应用思路为指导,研究金融风险管理定量化分析方法(VaR和CVaR)在供应链管理采购模型、存储模型和风险评估模型中的应用。
3)Conditional Value-at-Risk条件风险值
1.The paper proposed a two-echelon optimal ordering model for multi-products with Conditional Value-at-Risk(CVaR) which is used popularly in the field of financial engineering.借鉴金融工程领域广泛应用的条件风险值法,以及基于布朗运动的贝叶斯预测方法,建立两阶段多产品订货风险决策模型,用数值分析对模型进行了检验,发现它基本反映了真实的决策过程和决策者心理。
4)conditional value at risk(CVaR)条件风险值
1.Under the assumption that the yield series is a strictly stationary process,we present an equation satisfied by value at risk(VaR) at time t given historical data and an analytic formula for conditional value at risk(CVaR).该文在损益变化为一个严平稳过程的假设下,采用非参数方法给出了在已知t时刻之前的历史损益时,t时刻风险值估计所应满足的方程,以及条件风险值估计的解析表达式。
5)conditional cash flow at risk (CCFaR)条件在险现金流
6)Conditional Capital-at-Risk(CCaR)条件在险资本
1.In Black-Scholes type financial markets,the return concept,Earning-at-Chance(EaC),and the risk concept,Conditional Capital-at-Risk(CCaR),are proposed and the EaC-CCaR dynamic portfolio selection model is established as follows.在Black-Scholes型市场中引入机会收益(Earning-at-Chance,EaC)和条件在险资本(Conditional Cap-ital-at-Risk,CCaR)的风险概念,建立了机会收益-条件在险资本(EaC-CCaR)动态投资决策模型:minπ∈RdCCaR(x,π,T)s。