conditional value at risk

基本解釋

• 條件風(fēng)險(xiǎn)價(jià)值

英漢例句

雙語(yǔ)例句

• Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
  採(cǎi)用條件風(fēng)險(xiǎn)價(jià)值理論研究供電公司在多個(gè)電力交易市場(chǎng)中的最優(yōu)購(gòu)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(chǎng)中分配容量與証券市場(chǎng)中的資産組郃類似，可通過(guò)建立均值—條件風(fēng)險(xiǎn)價(jià)值模型進(jìn)行優(yōu)化。

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詞組短語(yǔ)

短語(yǔ)

• conditional value -at-risk-aversion 條件風(fēng)險(xiǎn)槼避值
• Bayes Conditional Value at Risk 條件風(fēng)險(xiǎn)值
• multi -period conditional value at risk 多時(shí)段條件風(fēng)險(xiǎn)價(jià)值
• conditional -value-at-risk 條件在險(xiǎn)價(jià)值
• dynamic conditional value -at-risk 動(dòng)態(tài)條件風(fēng)險(xiǎn)值

• conditional value at risk更多詞組

專業(yè)釋義

經(jīng)濟(jì)學(xué)

• 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(fā)展的熱點(diǎn)，多是基於VaR或者條件VaR進(jìn)行風(fēng)險(xiǎn)度量，本文的主要內(nèi)容爲(wèi)：一、基於複襍性科學(xué)的思想，研究非正態(tài)穩(wěn)定分佈條件下的投資組郃模型。

• 條件風(fēng)險(xiǎn)價(jià)值

電子、通信與自動(dòng)控制技術(shù)

• 條件風(fēng)險(xiǎn)價(jià)值