conditional value at risk
常见例句
- 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。 返回 conditional value at risk