1.
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
2.
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
3.
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
4.
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
5.
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
6.
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
7.
The Optimal Portfolio Model Based on CVaR;
基于条件风险价值的投资组合优化模型
8.
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
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.
Dynamical Power Purchasing Model for Power Supply Company Based on Fractal Conditional Value at Risk
基于分形条件风险价值的供电公司动态购电组合模型
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.
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
13.
A Study on Conditional Risk at Value Models;
条件风险值（CVaR）模型的理论研究
14.
Pricing of Interest Rate Swap under Default Risk;
违约风险条件下利率互换合约的定价
15.
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
16.
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
17.
Evaluating Ventures with Real Option Theory under Information Asymmetry;
不对称信息条件下的风险投资实物期权评价
18.
SAD Effects:An Interpretation Based on Conditional CAPM Including Time Variation in the Price of Risk;
SAD效应:一个基于时变风险价格的条件CAPM的解释