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expected shortfall

E 开头单词

基本解释

  • 預期不足

英汉例句

    雙語例句

  • Expected shortfall (ES) is a new method for measuring market risk.
    期望損失值是一種評估市場風險的新測度。
  • Just as a reminder, over the next 75 years the cost of making those tax cuts permanent would be roughly equal to the entire expected financial shortfall of Social Security.
    這裡有一個提示，就是在未來75年裡，這些減稅法案在社會保險金上預計釦除的差額對於所有人來講都是大概持平的，無論是窮人還是富人。
  • At last, as valve at Risk is unable to measure the risk exactly and lack of subadditive , therefore, it is suggested in the international that Expected shortfall should be used to measure risk.
    基於風險價值不能準確度量風險以及缺乏次可加性這些缺點，目前國際上有人提出用損失期望值來測量風險。

    • 權威例句

  • Last quarter, RIM updated its guidance for the year and mentioned an expected shortfall in BlackBerry sales along with a lower average selling price for the smartphones (see RIM Guides Lower, Stock Sensitive to Market Share Decline).
    FORBES: BlackBerry-Vision: RIM Outlook Crucial As Earnings Loom
  • Demand there is still growing, but more slowly than expected, and the shortfall is exacerbated by Asian countries' eagerness to save dollars by running down oil stocks.
    ECONOMIST: An oil bounce
  • Despite the downturn, the valley still has as many as 82, 000 fewer homes than it would need if it were to house all of its workers—a shortfall that is expected almost to double by 2010.
    ECONOMIST: High-tech America

词组短语

    短語

  • Marginal Expected Shortfall 邊際預期差額法
  • high order expected shortfall 高堦期望風險
  • expected shortfall model es 模型
  • Liquidity -Adjusted Expected Shortfall 流動性調整期望損失

专业释义

    經濟學

  • 期望損失
  • 預期不足

    approach a coherent risk measure to overcome the shortfall of VaR. As a coherent measure of risk, Expected Shortfall will be a perfect risk measure for complementarity of VaR.
    而預期不足(ES)是一種一致性風險度量方法,可以作爲VaR方法的一個有傚的補充。

  • 期望不足
  • 期望虧空