cvar

网络释义：条件风险价值；条件在险价值；条件风险值

网络释义

1.条件风险价值 Model）、风险价值模型（VaR）出发，介绍了条件风险价值模型（CVaR）、最坏的条件风险价值模型（WCVaR），并对 …

1.Due to the relevance of the two market revenue, Gumbel Copula function is chosen and it is applied to the risk measure of power market.由于两个市场收益的相关性，选取GumbelCopula函数度量电力市场的风险，并运用MonteCarlo模拟方法计算CVaR。

2.VaR and CVaR, especially the latter, have become standard tools of financial risk evaluation currently.VaR和CVaR，尤其是后者，已成为当今金融评估的重要参数。

3.CVAR is the mean value of the investment portfolio's loss which is greater than the fixed VAR.它是指在投资组合的损失大于某个给定的VAR值条件下的期望损失。

4.Sets the pausable cvar to 0.设置允许暂停的值为0

5.Index Portfolio Optimization Model with CVaR Constraints and a Practical Analysis基于CVaR约束的指数组合优化模型及实证分析

6.The Application of Risk Measure Model of CVAR in United Investment with Transaction feeCVAR风险度量模型在带有交易费用的投资组合中的运用

7.Risk Measure and Control Strategy of Real Estate Portfolio Investment based on the Dynamic CVaR Model基于动态CVaR模型的房地产组合投资的风险度量与控制策略