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.
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。 返回 conditional value at risk