1) Conditional Value-at-risk-taking(CVaRT)
条件风险偏爱值(CVaRT)
2) Conditional Value-at-risk-taking
条件风险偏爱值
3) Conditional Value-at-Risk
条件风险值
1.
The paper proposed a two-echelon optimal ordering model for multi-products with Conditional Value-at-Risk(CVaR) which is used popularly in the field of financial engineering.
借鉴金融工程领域广泛应用的条件风险值法,以及基于布朗运动的贝叶斯预测方法,建立两阶段多产品订货风险决策模型,用数值分析对模型进行了检验,发现它基本反映了真实的决策过程和决策者心理。
4) conditional value at risk(CVaR)
条件风险值
1.
Under the assumption that the yield series is a strictly stationary process,we present an equation satisfied by value at risk(VaR) at time t given historical data and an analytic formula for conditional value at risk(CVaR).
该文在损益变化为一个严平稳过程的假设下,采用非参数方法给出了在已知t时刻之前的历史损益时,t时刻风险值估计所应满足的方程,以及条件风险值估计的解析表达式。
5) Risk preference
风险偏爱
1.
Risk Preference, Agency Theory and R&D Intensity;
风险偏爱、双重代理与R&D投入
2.
This research used the rank-order method to assess risk preference in judgment and decision-making.
本研究采用等级排序的方法 ,60名被试分别在大、小两种恒定的期望值条件下 ,对不同风险来源和不同风险水平的抽彩方案进行偏爱排序 ,以此来检验组合理论有关风险偏爱模式的假设。
3.
The study incorporate prospect theory and agency theory,based on Chinese listed companies,analysis the relationship among management risk preference、compensate incentive and R&D investment with SEM models.
本文结合前景理论和委托代理理论,以上市公司为样本深入分析了管理层风险偏爱、薪酬激励与企业R&D投入三者之间的关系。
6) conditional preference
条件偏爱
补充资料：在风险条件下的决策
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