conditional value at risk

基本解释

• 条件风险价值

英汉例句

双语例句

• Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
  采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。
• 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.
  在不同的电力交易市场中分配容量与证券市场中的资产组合类似，可通过建立均值—条件风险价值模型进行优化。

• conditional value at risk更多例句

词组短语

短语

• conditional value -at-risk-aversion 条件风险规避值
• Bayes Conditional Value at Risk 条件风险值
• multi -period conditional value at risk 多时段条件风险价值
• conditional -value-at-risk 条件在险价值
• dynamic conditional value -at-risk 动态条件风险值

• conditional value at risk更多词组

专业释义

经济学

• 条件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.
  目前投资组合理论发展的热点，多是基于VaR或者条件VaR进行风险度量，本文的主要内容为：一、基于复杂性科学的思想，研究非正态稳定分布条件下的投资组合模型。

• 条件风险价值

电子、通信与自动控制技术

• 条件风险价值