1.
A Study on Conditional Risk at Value Models;
条件风险值（CVaR）模型的理论研究
2.
Study of Supply Chains Optimization and Coordination Model Based on Conditional Value-at-Risk;
基于条件风险值理论的供应链优化与协调模型研究
3.
Risk Model Research of Integrated Supply Chain with Multi-Product Based on CVaR Measure
基于条件风险值的供应链多产品产供销一体化模型研究
4.
A Calculation of VaR and CVaR Based on ARMA-GARCH Model
基于ARMA-GARCH模型的风险价值与条件风险价值计算
5.
Conditional Value-At-Risk for Linear Portfolios with Two Category Distributions Risk Factors;
两类风险因子线性投资组合的条件风险价值
6.
Conditional Value at Risk Based Optimization of Power Purchasing Portfolio in Multiple Electricity Markets and Risk Management;
基于条件风险价值的购电组合优化及风险管理
7.
Condition value at risk evaluation of adopting interruptible power price
实行可中断电价的条件风险价值评估
8.
The Research on the Futures Hedging Model Based on Conditional Value at Risk
基于条件风险价值的期货套期保值模型研究
9.
Loan's Portfolio Optimization Model of CvaR Minimum Based on Credit Risk Transfer
基于信用风险迁移条件风险价值最小化的贷款组合优化模型
10.
Credit Risk Modeling and Numerical Simulation under Incomplete Information;
不完全信息条件下信用风险建模与数值模拟
11.
The Calculation of VaR Based on Different Distributions and Empirical Study;
不同分布条件下的风险价值及其实证研究
12.
log-optimal Portfolio with a CVaR Constraint;
以条件风险价值为约束的log-最优投资组合问题
13.
The Optimal Portfolio Model Based on CVaR;
基于条件风险价值的投资组合优化模型
14.
Comparative Analysis of Value-at-risk and Tail Conditional Expectation in Application
风险值和尾部条件期望的实证比较分析
15.
Portfolio models with conditional value-at-risk for generation companies
条件风险价值约束下的发电商容量分配模型
16.
Futures Hedge and Market Equilibrium under Risk Aversion and Disappointment Aversion;
风险厌恶和失望厌恶条件下的期货套期保值与市场均衡
17.
Analysis on Long Term Investment Policy by NPV Under the Circumstances of Risks and/or Inflation;
利用净现值在有风险和通货膨胀条件下的长期投资决策分析
18.
A Measurement of the Value of Risks─the Application of Autoregressive Conditional Heteroskedasticitymodel to Financial Anticipation;
风险价值量测算──条件异方差模型在金融预警中的应用