Selecting Optimal Portfolio on the Basis of Value at Risk;
基于风险价值的投资决策分析
Application of conditional value at risk measurement in bank s optimal portfolio;
条件风险价值度量方法在银行投资组合优化中的应用
Cohesive Value at Risk and Non-Parametric Calculation;
一致性风险价值及其非参数方法计算
Superior property risk control model and analysis in log on the theory about VaR in n circles;
基于n周期风险价值下的log最优资产风险控制模型及分析
Study on Credit Metrics Model Based on VaR & Option Pricing Theory;
基于风险价值和期权理论的Credit Metrics模型研究
The Research on the Calculation of VaR Based on Copula;
基于Copula函数的风险价值测算研究
Compared calculation of Value-at-Risk under normal and student distribution;
正态分布和t分布下风险价值计算的对比研究
The Dynamic Bayesian Estimation of Variance for Value-at-Risk;
基于贝叶斯方法的风险价值VaR的计算
Value-at-Risk Methodolgy and its Application in Risk Measurement of Financial Market;
风险价值方法在金融风险度量中的应用
Then,a model of the value at risk(VaR) of a non-Walrasian market is presented.
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。
We should take measures to control and prevent the corporate financial risk from the following aspects:①setting up dynamic analysis concept;②setting up risk value conce.
我国企业存在着筹资风险、投资风险、资金回收和收益分配风险 ,对我国企业财务风险的控制与防范应从以下几个方面做起 :要树立动态分析观念 ;树立风险价值观念 ;对财务风险进行事前评价 ;建立财务风险的预警指标 ;建立财务风险防范措
Using the risk management theory for reference,a framework for assessing risks in electricity mareket is built with risk value and conditional risk value as risk measuring index.
文章分析了电力市场中存在的风险,提出了根据电力市场的技术与金融特征进行分类的方法;借鉴金融学的风险管理理论,将风险价值和条件风险价值作为风险度量指标,建立了电力市场风险计算的框架,提出了风险辨识、风险控制和风险评估的电力市场风险管理流程。
This dissertation studied in depth extreme value theory, parameter estimation method of compound extreme value distribution, variance of Value at Risk (VaR), quantile regression theory, Copula quantile regression, and applications of extreme value statistics model and quantile regression in various fields.
本文主要对极值的基本理论、复合极值分布参数的估计方法、风险价值VaR的方差、分位数回归的理论、Copula分位数回归以及极值统计模型和分位数回归在各个领域的应用进行了深入研究。
Because of the doubt about variance used in risk assessment, the value at risk (VaR) is taken as the risk measurement index to assess the risk in the coordinative dispatching of energy and AGC market.
由于对方差衡量风险的置疑,文中引入风险价值(VaR)作为风险测度指标,对水电厂在能量市场和自动发电控制(AGC)市场间的短期联合优化调度计划进行了电价和径流的联合风险评估。
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
Relative Value-at-Risk: A New Kind of Coherent Risk Measure;
相对风险价值——一种新的一致风险度量
The Application of VaR in Risk Management of Life Insurance Company;
风险价值方法（VaR）在寿险公司风险管理中的应用
Value-at-Risk Based on Extreme Value Theory;
基于极值理论的风险价值（VaR）研究
A Value-at-Rish Model Based on Conpula-EVT;
基于极值Copula的风险价值模型研究
Dynamic Value-at-Risk Based on Extreme Value Theory
基于极值理论的动态风险价值的研究
Option Pricing and Value-at-Risk Calculation Based on Fractal Theory
基于分形的期权定价及风险价值计算
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
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
Demonstration and Comparison on the Method of Risk-quantified in Value at Risk;
风险价值体系中风险量化方法的实证与比较
The Application of VaR Model in the Risk Management in China Stock Market;
风险价值法在我国证券市场风险管理中的应用
The Analysis of Investment Risk on Real Estates in Wuhan--The Application of VaR;
武汉房地产投资风险分析——风险价值VaR的应用
Measurement of the Market Risks of Fixed Income Bonds With VAR;
用风险价值度量固定收入债券的市场风险
Moral hazard analysis in supply chain based on value at risk evaluation model;
基于风险价值评估模型的供应链道德风险分析
The Application of Value-at-Risk in Risk Management of Securities Investment Fund;
风险价值在证券投资基金风险管理中的应用
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
Study of Portfolio Risk Estimation Based on Value-at-Risk Technique;
基于风险价值的投资组合风险度量研究
VaR Method and Its Application for Finance Market Risk Measurement;
金融市场风险测量的风险价值方法及其应用