期望损失
- n.expected loss
- 网络Expected Shortfall; Expected Shortfall, ES; expectation loss
期望损失
期望损失
expected loss
受限期望损失,limited expected... ... ) loss expectation 损失期望 ) expected loss 期望损失 ) expected shortfall 期望损失 ...
Expected Shortfall
...CVaR (Conditional VaR),又称期望损失(Expected Shortfall),是指当资产组合的损失大于某个给定的VaR值的条件下,该资 …
Expected Shortfall, ES
期望损失(Expected Shortfall,ES)是当今最流行的金融资产风险度量的工具之一,是一个理想的一致性风险度量.本文在α-混合序列 …
expectation loss
7 “复原”详论之四:期望损失(expectation loss)与依赖损失(reliance loss)的分别8 “复原”详论之五:损失难以计算9 “复原” …
Expected Tailed Loss
尾端期望损失(Expected Tailed Loss)又称作CVaR(Conditional VaR),是个点估计法,主要用来估计极端亏损发生时平均将会损 …
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