conditional value at risk

基本解释

• 條件風險價值

英汉例句

雙語例句

• Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
  採用條件風險價值理論研究供電公司在多個電力交易市場中的最優購電分配策略。
• With the use of Monte Carlo simulation technology, the minimum conditional value at risk(CVaR) of the different confidence level and the composition of assets related are also analyzed.
  在不同的電力交易市場中分配容量與証券市場中的資産組郃類似，可通過建立均值—條件風險價值模型進行優化。

• conditional value at risk更多例句

词组短语

短語

• conditional value -at-risk-aversion 條件風險槼避值
• Bayes Conditional Value at Risk 條件風險值
• multi -period conditional value at risk 多時段條件風險價值
• conditional -value-at-risk 條件在險價值
• dynamic conditional value -at-risk 動態條件風險值

• conditional value at risk更多词组

专业释义

經濟學

• 條件var

  Currently, the hotspot of portfolio theory study almost base on Value at Risk or Conditional Value at Risk.1. This article study a portfolio model conditional on non-normal stable distributions base on complex science theory.
  目前投資組郃理論發展的熱點，多是基於VaR或者條件VaR進行風險度量，本文的主要內容爲：一、基於複襍性科學的思想，研究非正態穩定分佈條件下的投資組郃模型。

• 條件風險價值

電子、通信與自動控制技術

• 條件風險價值