1) 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。
2) 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) 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。
6) coherent measure of risk
一致性风险度量
1.
The CVaR model,which was based on coherent measure of risk,lacks of dynamic properties for multi-period risk measures,especially dynamic consistency.
基于一致性风险度量公理建立的CVaR方法缺乏多时期风险度量属性,特别是动态持续性。
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
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