1) generalized coherent risk measures
广义一致风险测度
1.
In this paper we take the investment target into the risk definition,and propose a new axiomatic framework for the class of generalized coherent risk measures.
将资产的目标价值以直观的方式加入到风险的定义中,提出了广义一致风险测度公理假设,并证明了广义一致风险测度也具有很好的性质。
2) Coherent Risk Measures Monotonically with Generalized Stochastic Dominance
广义随机占优单调一致风险测度
1.
Coherent Risk Measures Monotonically with Generalized Stochastic Dominance and ES~((n));
广义随机占优单调一致风险测度和ES~((n))——一种新的风险测度概念和指标
3) coherent measures of risk
一致性风险测度
1.
Based on the definition of coherent measures of risk and through the euclid space of the multifactor model,we study the quantitative relation between the sum of the risk value for separate assets and the risk value for the portfolio which is different from the prior study in the risk subadditivity.
在一致性风险测度研究的基础上,通过构建基于多因子模型的空间,从以往对一致性风险测度次可加的定性描述,转而研究组合风险与单个资产风险之间的定量关系,为一致性风险测度理论和风险分散化的深入研究提供新的视角。
4) Coherent Risk Measure
一致风险测度
1.
In this paper we take the investment target into the risk definition,and propose a new axiomatic framework for the class of generalized coherent risk measures.
将资产的目标价值以直观的方式加入到风险的定义中,提出了广义一致风险测度公理假设,并证明了广义一致风险测度也具有很好的性质。
补充资料：广义
范围较宽的定义（跟‘狭义’相对）：～的杂文也可以包括小品文在内。
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