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   谱风险测度 的翻译结果: 查询用时:0.191秒
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谱风险测度
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  spectral measures of risk
     Based on the Spectral Measures of Risk(M)-a new approach of coherent risk measures introduced by Acerbi(2002),this paper discusses some properties of Spectral Measures of Risk and one especial cases of this kind of risk,principally studies the Mean-M efficient frontier of portfolio and examines the economic implications under the assumption of normality of risk securities.
     本文基于由Carlo Acerbi(2002)提出的一类一致性风险度量—谱风险测度M,给出了谱风险测度的一些性质及构造谱密度的一种具体形式;
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  “谱风险测度”译为未确定词的双语例句
     At the same time,as a generic case,the result of ES accords with that of M corresponsively.
     由于期望短缺ES是特殊的谱风险测度,因此其对应的有效前沿是本文结果的特例。
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  相似匹配句对
     The Analyse of Financial Risk Measures
     金融风险测度分析
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     The Risk Measures Based on Seminorm
     基于半范数的风险测度
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     At the same time,as a generic case,the result of ES accords with that of M corresponsively.
     由于期望短缺ES是特殊的风险测度,因此其对应的有效前沿是本文结果的特例。
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     Research on speech distortion measure based on neural network
     基于神经网络的语音失真测度研究
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     The Study of Spectral Risk Measures of Credit Risk
     信用风险风险量度的基础研究
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Based on the Spectral Measures of Risk(M)-a new approach of coherent risk measures introduced by Acerbi(2002),this paper discusses some properties of Spectral Measures of Risk and one especial cases of this kind of risk,principally studies the Mean-M efficient frontier of portfolio and examines the economic implications under the assumption of normality of risk securities.Moreover,the comparison between the Mean-M efficient frontier,the Mean-Variance efficient frontier and the Mean-ES efficient frontier is provided.Some...

Based on the Spectral Measures of Risk(M)-a new approach of coherent risk measures introduced by Acerbi(2002),this paper discusses some properties of Spectral Measures of Risk and one especial cases of this kind of risk,principally studies the Mean-M efficient frontier of portfolio and examines the economic implications under the assumption of normality of risk securities.Moreover,the comparison between the Mean-M efficient frontier,the Mean-Variance efficient frontier and the Mean-ES efficient frontier is provided.Some interesting and practical results are obtained.At the same time,as a generic case,the result of ES accords with that of M corresponsively.Finally,this paper gives the Mean-M efficient frontier of portfolio selected from Shanghai and Shenzhen stock markets using foregoing conclusion.

本文基于由Carlo Acerbi(2002)提出的一类一致性风险度量—谱风险测度M,给出了谱风险测度的一些性质及构造谱密度的一种具体形式;重点讨论了正态情形下风险资产组合的均值—M有效前沿,探讨了其经济含义,并与经典的均值—方差有效前沿进行了对比研究,获得了若干深入的结果。由于期望短缺ES是特殊的谱风险测度,因此其对应的有效前沿是本文结果的特例。最后,本文利用前面的结论对深市和沪市的风险资产组合的均值—M有效前沿作了实证分析。

 
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