1) dynamic risk measures
动态风险度量
1.
Because static risk measures couldn t meet the requirement of multi-stage investment risk measure, according to the characters of dynamic risk measures process, the conception of time consistency and its corollaries.
针对静态风险度量方法无法实现多阶段投资风险度量需要的缺陷,根据动态风险度量过程的特点,提出时间持续性概念以及推论,通过简单算例证明目前静态风险度量方法VaR、CVaR和ES由于不满足时间持续性而无法实现多阶段风险度量的不合理现状,建立基于离散时间状态和Markov决策过程的多阶段风险度量。
2) dynamic measure of risk
动态的风险度量
1.
Then we introduce a dynamic measure of risk to the incomplete market, under which we have acquired the optimal replication of a contingent claim in the finance market which is induced by a risk neutral probability measare.
然后在不完全市场引入一种动态的风险度量准则,在风险中性的概率测度诱导的金融市场上,对一种未定权益找到了在风险的动态度量准则下的最优复制,然后运用一般的Clark公式与Malliavin分析得到了最优的套期保值策略。
3) dynamic coherent risk measures
动态一致性风险度量
5) Risk attitude
风险态度
1.
Multi-objective decision-making method for diversion schemes based on risk attitudes of decision makers;
基于决策者风险态度的导流方案多目标决策研究
2.
An Empirical Research on Investors Risk Attitude of Shanghai Security Exchange (SSE) Based on High-frequency Trading Data;
基于高频交易数据的上海证券市场投资者风险态度实证研究
3.
Pricing of American options under different risk attitude
不同风险态度下美式期权的定价
6) Attitudes to Risk
风险态度
1.
A Risk Model for Hazardous Materials Transportation Based on the Decision-makers Attitudes to Risk;
考虑决策者风险态度的有害物品运输风险度量模型
2.
120 undergraduates are made the subjects of the laboratory experiment,the experiment showing that the attitudes to risk are different under uncertainty.
对120名大学生实验参加者进行了实验室实验,实验结果表明,不确定性条件下的个体决策存在风险态度的差异,这种差异表明个体的决策过程并不单纯是由期望效用所驱使,还受多种心理因素的影响,实验结果验证了个体决策过程中框架效应、参考点和确定性效应等非理性心理特征的存在。
补充资料：动态风险
动态风险
【动态风险】又称“投机风险”。既有损失机会又有获利可能的风险。如股票行情的变化、外汇汇率的跌浮。所以，动态风险常与经济、政治、科学技术及社会的变化密切相关，它多呈现出多变、不规则的运动曲线，难以通过大数法则对其进行预测。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条