1) Downside risk measure
下侧风险测度
2) downside risk
下侧风险
1.
The Multi-factor Capital Assets Pricing Model Based on Downside Risk and Its Empirical Analysis;
基于下侧风险的多因素资本资产定价模型及实证分析
2.
Lower Partial Moment,put forward by Bawa,is commonly used to measure the downside risks.
下端部分矩(LPM)是量度下侧风险的有效工具。
3) double downside risk
双下侧风险
4) risk measurement
风险测度
1.
Based on the risk measurement model, the paper presents R&D portfolio selection model under uncertainty.
应用模糊集理论描述R&D项目组合的模糊不确定性,引入模糊熵建立不确定条件下的R&D项目组合风险测度,进而提出不确定条件下R&D项目组合选择优化模型。
2.
The risk measurement of non-Walrasian market is studied in this paper.
研究了非瓦尔拉斯市场下的风险测度;详细介绍了相关的背景、概念;提出了非瓦尔拉斯市场下风险价值模型;讨论了非瓦尔拉斯风险价值计算方法;最后,通过算例比较了该模型和传统风险价值的异同。
3.
An explorative discussion is made of the measuring principles that should be followed in risk management technology and particularly in financial risk measurement technology used in actuarial science for quantitative management of financial consequences of uncertainties.
介绍了金融市场上三种不确定性的形成机理,探讨了精算学中对于不确定性金融后果进行量化管理的风险管理技术,特别是金融风险测度技术所应遵循的计量原则,并就不同风险系统下的风险管理技术选择问题进行了深入系统的研究,给出了相应的结果。
5) risk measure
风险测度
1.
Study on financial risk measure based on multifractal theory;
基于多标度分形理论的金融风险测度指标研究
2.
The exponential smoothing model of market price risk measure
价格风险测度的指数平滑模型
3.
A risk measure usually needs the constancy property.
风险测度通常要求保常性,通过研究g及g-期望的保常性,可以得到它成立的充要条件,从而能进一步强化g所在的函数空间与非线性数学期望所在的风险测度空间的联系。
6) risk measures
风险测度
1.
Returns Distribution in Financial Markets and EVT Risk Measures;
金融市场的收益分布与EVT风险测度
2.
EVT risk measures and its backtesting in stock markets;
股票市场的极值风险测度及后验分析研究
3.
With empirical data of several important stock market indices,we put forward three kinds of stylized facts,which are of great importance of market risk measures,and propose a method to calculate VaR with those st.
本文首先提出了对市场风险测度最具价值的三类典型事实,并以上证综指和若干世界主要股市指数为例,探讨了典型事实波动特征下的风险价值(VaR)计算方法,并通过对不同模型假定下所计算的VaR进行规范的后验分析(Backtesting),实证对比了不同波动模型的适用范围和精确程度。
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