一致风险度量,coherent risk
1)coherent risk一致风险度量
英文短句/例句
1.Relative Value-at-Risk: A New Kind of Coherent Risk Measure;相对风险价值——一种新的一致风险度量
2.The New Tool of Coherence Risk Measurement CDaR And its Application;一致性风险度量新工具CDaR及其应用
3.Coherent Measures of Credit Portfolio Risk under Multi-Factor Model;多因素模型下的信用组合一致性风险度量
4.Development of Financial Risk Measurement: From a View of Coherent Axiom;从一致性公理看金融风险度量技术新发展
5.Research of Quantitative Relation between Portfolio Risk and Separate Assets Risk--From Perspective of Coherent Measures of Risk;组合风险与单个资产风险间的定量关系——基于一致性风险测度的视角
6.Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
7.Quantitative Models Remedying VaR to Measure Extreme Financial Risk极端金融风险度量模型述评——基于一致性原理的VaR改进方法
8.t constant risk estimator一致最佳不变风险估计量
9.Measurement of International Banks Operational Risks Caused by Organization Form;机构设置导致的跨国银行操作风险度量研究
10.F_τ-Coherent Risk Measures;F_τ-Coherent风险度量
11.One new type of riskmetrics for finance-the State Price Density;一种新的金融风险度量——状态价格密度
12.A NEW INDEX FOR STOCK MARKET RISK MEASUREMENT AND ITS APPLICATIONS;一种新的股市风险度量指标及其应用
13.An Analysis Method of the Coherent Measure of Risk一类Coherent风险度量分析方法
14.The Risk Measures Based on Minkowski Gauge;基于Minkowski测度的风险度量
15.Coherent Risk Measures Monotonically with Generalized Stochastic Dominance and ES~((n));广义随机占优单调一致风险测度和ES~((n))——一种新的风险测度概念和指标
16.The Measurement and Controlling Methods on Interest-rate Risk of Bonds;债券利率风险度量方法及其风险防范
17.Calulation of Crdit Risk by Credit Risk+ Model聚合风险模型下的质押贷款风险度量
18.The comparison between the economic rationality of risk measurement and the method风险度量的经济学理性与风险度量方法比较
相关短句/例句
coherent risk measure一致性风险度量
3)coherent measure of risk一致性风险度量
1.The CVaR model,which was based oncoherent measure of risk,lacks of dynamic properties for multi-period risk measures,especially dynamic consistency.基于一致性风险度量公理建立的CVaR方法缺乏多时期风险度量属性,特别是动态持续性。
4)coherent risk measures一致性风险度量
1.Based on the Spectral Measures of Risk(M)-a new approach ofcoherent risk measures introduced by Acerbi(2002),this paper discusses some properties of Spectral Measures of Risk and one especial cases of this kind of risk,principally studies the Mean-M efficient frontier of portfolio and examines the economic implications under the assumption of normality of risk securities.本文基于由Carlo Acerbi(2002)提出的一类一致性风险度量—谱风险测度M,给出了谱风险测度的一些性质及构造谱密度的一种具体形式;重点讨论了正态情形下风险资产组合的均值—M有效前沿,探讨了其经济含义,并与经典的均值—方差有效前沿进行了对比研究,获得了若干深入的结果。
5)coherence of risk measure风险度量一致性
6)dynamic coherent risk measures动态一致性风险度量
延伸阅读
可公度量和不可公度量可公度量和不可公度量ommensulble and incommensuable magnitudes (quantities)可公度t和不可公度t【~e璐u由lea目in~men-su.ble magultodes(quanti柱es);“洲口Mel娜M毗“”“”-113Mep目M曰e肠eJ皿，一皿曰』 如果两个同类量(例如两个长度或两个面积)具有或不具有公度(common measure，即另一个同类量，所考虑的两个量都是这个量的整数倍)，则相应地称这两个量为可公度量或不可公度量.正方形的边长和对角线，或圆的面积和丫的半径的平方，都是不可公度量的例尹.如果两个量是可公度的，则‘l艺们的比是有理数;相反，不可公度量忿比是无理数、
