1.
Relative Value-at-Risk: A New Kind of Coherent Risk Measure;
相对风险价值——一种新的一致风险度量
2.
The New Tool of Coherence Risk Measurement CDaR And its Application;
一致性风险度量新工具CDaR及其应用
3.
Coherent Measures of Credit Portfolio Risk under Multi-Factor Model;
多因素模型下的信用组合一致性风险度量
4.
Development of Financial Risk Measurement: From a View of Coherent Axiom;
从一致性公理看金融风险度量技术新发展
5.
Research of Quantitative Relation between Portfolio Risk and Separate Assets Risk--From Perspective of Coherent Measures of Risk;
组合风险与单个资产风险间的定量关系——基于一致性风险测度的视角
6.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
7.
Quantitative Models Remedying VaR to Measure Extreme Financial Risk
极端金融风险度量模型述评——基于一致性原理的VaR改进方法
8.
t constant risk estimator
一致最佳不变风险估计量
9.
Measurement of International Banks Operational Risks Caused by Organization Form;
机构设置导致的跨国银行操作风险度量研究
10.
F_τ-Coherent Risk Measures;
F_τ-Coherent风险度量
11.
One new type of riskmetrics for finance-the State Price Density;
一种新的金融风险度量——状态价格密度
12.
A NEW INDEX FOR STOCK MARKET RISK MEASUREMENT AND ITS APPLICATIONS;
一种新的股市风险度量指标及其应用
13.
An Analysis Method of the Coherent Measure of Risk
一类Coherent风险度量分析方法
14.
The Risk Measures Based on Minkowski Gauge;
基于Minkowski测度的风险度量
15.
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
16.
The Measurement and Controlling Methods on Interest-rate Risk of Bonds;
债券利率风险度量方法及其风险防范
17.
Calulation of Crdit Risk by Credit Risk+ Model
聚合风险模型下的质押贷款风险度量
18.
The comparison between the economic rationality of risk measurement and the method
风险度量的经济学理性与风险度量方法比较