shortfall risk的例句大全

further more, as a case study, we considered convex measures of risk defined by the notion of bounded shortfall risk.

结果证明凸性风险测度和与其相伴随的可接受集之间可相互表出的关系，进一步，作为例证研究，本文考察了以有界亏空风险的形式定义的凸性风险测度。

Calculation and Application of Expected Shortfall in Estimation Risk

评估风险的期望损失计算及应用研究

Expected shortfall ( ES) is a new method for measuring market risk.

期望损失值是一种评估市场风险的新测度。

Risk management strategies in accounting firms: View on high order expected shortfall

会计师事务所风险管理策略：高阶期望风险视角

VaR, Expected Shortfall and Measurement of Consistency Risk

VaR、ES与一致性风险测度

On the basis of complete study, the thesis argues that the stable distribution fits the ShangHai Stock Index better. And also, the VaR and the expected shortfall can be used as the risk measurement.

本文通过对上证指数进行全面系统研究，指出利用稳定分布能够更好地拟合我国股票市场的收益率，并且在稳定分布情况下，利用VaR和预期损失两个指标来度量风险。

Expected shortfall focuses on capturing risk from rare but awful events.

预期损失则侧重于捕捉低概率、高破坏性事件的风险。