1)  Value-at-Risk
风险价值
1.
Compared calculation of Value-at-Risk under normal and student distribution;
正态分布和t分布下风险价值计算的对比研究
2.
The Dynamic Bayesian Estimation of Variance for Value-at-Risk;
基于贝叶斯方法的风险价值VaR的计算
3.
Value-at-Risk Methodolgy and its Application in Risk Measurement of Financial Market;
风险价值方法在金融风险度量中的应用
2)  Value-at-Risk
Value-at-Risk
3)  Value-at-Risk
Valueat-Risk
4)  value at risk
风险价值
1.
Selecting Optimal Portfolio on the Basis of Value at Risk;
基于风险价值的投资决策分析
2.
Application of conditional value at risk measurement in bank s optimal portfolio;
条件风险价值度量方法在银行投资组合优化中的应用
3.
Cohesive Value at Risk and Non-Parametric Calculation;
一致性风险价值及其非参数方法计算
5)  value at risk
VaR
1.
Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;
ρ-混合金融时序VaR核估计的一些性质
2.
Calculation of Value at Risk in Electricity Market by Extreme Value Theory and Bayes Estimation;
基于极值理论和贝叶斯估计的电力市场风险值VaR计算
3.
Considering participators risk bias,which is measured by the method of value at risk,the risk constraints in a two-echelon supply chain coordination under buy-back contract is equal to giving the order of an upper bound.
在基于回购合同的两级供应链协同中引入参与者的风险态度,风险偏好水平用VaR度量,风险约束相当于赋予订购量一个上限约束。
6)  value at risk
风险值
1.
In this paper, the value at risk of invested securities is measured by making use of the single factor model, on the basis of which the Sequential Unconstrained Minimization Technique (SUMT) at the outside point is given to resolve the problem of Harry M.
利用单因素模型测算了所投资证券的风险值，并在此基础上，给出了关于Markowitz证券组合选择模型的SUMT外点法求解方法。
2.
To calculate the economic capital of a loan portfolio,an effective method is to estimate the value at risk at different levels of confidence.
计算贷款组合经济资本一个比较实用的方法是估算其不同置信度下的风险值。
3.
The tools which have been used or proposed mainly are Standard Deviation、Absolute Deviation、Value at Risk(VaR)、Conditional Value at Risk(CVaR)、Worst Conditional Expectation(WCE)、Expected Shortfall(ES).
目前正在使用或已经提出的风险度量的工具主要有标准差、绝对偏差、风险值(Value at Risk,VaR)、条件风险值(Conditional Value at Risk,CVaR)、最坏条件期望(Worst Conditional Expectation,WCE)、期望损失(Expected Shortfall,ES)等。
参考词条
补充资料：风险价值


风险价值


　　【风险价值】企业投资因冒风险而得到的价值。包括单位风险价值和投资风险价值两种。前者是单位投资额因冒有风险而应得的价值，同反映风险程度的标准差成正比例关系，是标准差的函数，可用下面公式表示:O=f(的;式中日代表单位风险价值，a代表标准差，f代表风险价值系数，一般取5一巧%。后者是单位风险价值乘以投资总额，就等于该项投资所期望取得的风险价值，其公式为:v二8·卜式中:V是投资的风险价值;I是投资总额。
　　
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