1)Dynamic Conditioned Value at Risk动态CVaR
英文短句/例句
1.Risk Measure and Control Strategy of Real Estate Portfolio Investment based on the Dynamic CVaR Model;基于动态CVaR模型的房地产组合投资的风险度量与控制策略
2.Research on the Efficient Frontier of Mean-CVaR under Normal Distribution Condition;正态条件下均值-CVaR有效前沿的研究
3.Forecasting of VaR and CVaR Based on a Liquidity Indicator基于流动性指标的VaR及CVaR预测
4.A Study on Conditional Risk at Value Models;条件风险值（CVaR）模型的理论研究
5.CVaR Based Risk Assessment of Bidding Strategy for Generation Company;基于CVaR风险度量的发电商竞价策略
6.Applications of VaR and CVaR in the Portfolio Theory;VaR和CVaR在证券投资组合决策中的应用
7.Optimal Portfolios Models with the Risk Control of CVaR;CVaR风险度量下Log最优投资组合模型
8.Estimation and Calculation of VaR and CVaR;VaR和CVaR风险值的估计和计算
9.The Research and Application of VaR and CVaR Based on Stable Distribution;稳定分布下的VaR与CVaR研究及实证
10.CVaR Portfolio Optimization Model under Frictional Market;在摩擦市场下的优化CVaR投资组合模型
11.The Storage and Procurement Model Based on the Algorithm of VaR and CVaR;基于VaR和CVaR技术的采购存储策略模型
12.The Portfolio Theory and Empirical Research Based on CVaR;基于CVaR的投资组合理论及实证研究
13.The Application and Comparison of VaR and CVaR in the Financial Risk Management;VaR与CVaR在金融风险测度中的应用
14.Portfolio Optimization Model with CVaR Constraints;基于CVaR约束的投资组合优化模型
15.EVT-based Estimation of VaR and CVaR;基于极值方法的VaR和CVaR评估
16.Study on Financial Risk Measurement and Conditional Value-at-Risk;金融风险测度及CVaR方法的研究
17.An Research on CVaR Financial Risk Measurement Based on GARCH Model;基于GARCH模型的CVaR金融风险测度研究
18.Contrast Study and Empirical Analysis of VaR and CVaR;VaR与CVaR的对比研究及实证分析
相关短句/例句
Iso CVaR等CVaR线
1.First the article studies the efficient frontier feture of risky assets with risk-free securities portfolio in Mean-CVaR model by using the Iso CVaR method.本文利用CVaR方法代替方差或CVaR来度量风险,建立了均值-CVaR模型,首先利用等CVaR线的方法研究了包含无风险资产的均值-CVaR模型的有效边界,然后在无套利假设下研究了当风险资产的协方差矩阵是奇异时的均值-CVaR模型,并得到了正态情形下模型的有效边界及其解析表达式。
3)CVaR loss valueCVaR损失值
1.We present the concept of α-CVaR loss value with multi-stages under the confidence level vector α and its multi-stages model based on weights.我们给出了多阶段下基于权值的-αCVaR损失值的概念及相应的多阶段CVaR模型,我们证明了它等价于求解一个非线性规划问题。
2.We introduce the definitions of α-VaR loss value and α-CVaR loss value of multi loss function with respect to a portfolio under corresponding confidence level.本文研究了一种求解多目标条件风险值问题的近似方法,首先引入了多个损失函数在对应的置信水平下关于一个证券组合的α-VaR损失值,以及α-CVaR损失值概念。
3.In order to get Pareto weakly efficient solution under a-CVaR loss value, we prove that it equal to Pareto efficient solution of another problem of multiobjective program.条件风险值问题是研究信用风险最优化的一种新的模型,本文研究了一类多目标条件风险值问题等价定理,我们引入了多个损失函数在对应的置信水平下关于一个证券组合的α-VaR损失值(最小信用风险值)和α-CVaR损失值(最小信用风险值对应的条件期望损失值或条件风险价值度量)概念,为了求得α-CVaR损失值下的弱Pareto有效解,我们证明了它等价于求解另一个多目标规划问题的Pareto有效解,这样使得问题的求解变得简单。
4)VaR and CVaRVaR和CVaR
5)Mean-CVaR均值-CVaR
6)CVaR methodCVaR方法
延伸阅读
动态①（事情）变化发展的情况：科技～ㄧ从这些图片里可以看出我国建设的～。②艺术形象表现出的活动神态：画中人物，～各异，栩栩如生。③运动变化状态的或从运动变化状态考察的：～工作点ㄧ～电流ㄧ～分析。
