1)  VaR
VaR
1.
Computer Simulation Based on Genetic Algorithm for Solving Portfolio Problem with VaR Constraint;
基于遗传算法的VaR约束下证券组合模型仿真
2.
Empirical Analysis of the Demand of Rail Freight Transport in China on Basis of VAR Model;
基于VAR模型的中国铁路货运需求实证分析
3.
Nonparametric VaR Method′s Application in Standard Portfolio Analysis of Risk;
非参数VaR方法在SPAN系统中的应用
2)  VaR
风险价值
1.
Superior property risk control model and analysis in log on the theory about VaR in n circles;
基于n周期风险价值下的log最优资产风险控制模型及分析
2.
Study on Credit Metrics Model Based on VaR & Option Pricing Theory;
基于风险价值和期权理论的Credit Metrics模型研究
3.
The Research on the Calculation of VaR Based on Copula;
基于Copula函数的风险价值测算研究
3)  VaR
风险值
1.
STOCHASTIC CONVEX ORDER AND PORTFOLIO VaR;
随机凸序与投资组合的风险值
2.
Simulation and Extreme VaR and VaR Confidence Interval Estimation for a Class of Heavy-Tailed Risk Factors;
一类重尾风险因子的模拟及其投资高风险值和置信区间的估计(英文)
4)  VaR
风险价值(VaR)
5)  VaR
受险价值
1.
CVaR is a new tool for credit risk measurement and optimization, which provides the tail information of loss and is favorable to keeping away the extreme finance risk with very little probability.
条件受险价值是一种能够反映损失分布尾部信息,从而有利于防范小概率极端金融风险的风险度量和优化工具。
2.
As the tool for risk optimization, it simultaneously adjusts all positions in the portfolio in order to optimize ES, and simultaneously gain corresponding VaR.
 期望短缺是一种新的风险量度和优化工具,它能够反映损失分布的尾部信息,从而有利于防范小概率极端金融风险;它能同时调整组合中所有头寸以优化期望短缺,同时得到相应受险价值。
6)  VaR
VlaR
参考词条
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