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coherent风险度量
相关语句
  coherent risk measures
     The Study on Some Problems Concerning Dynamic Coherent Risk Measures and Mean-Variance Optimizations
     动态Coherent风险度量和均值方差优化若干问题的研究
短句来源
     COHERENT RISK MEASURES DEFINED ON Lp(Ω) SPACES
     L~p(Ω)空间上的Coherent风险度量
短句来源
     We first generalize the discussion of coherent risk measures from L~∞ space to the more generally Banach space L~p, and prove that a || · ||_p-norm lower continuous coherent risk measure defined on L~P is necessarily and sufficiently defined by a collect of q-square integrable probability measures where q is the dual index of p.
     我们首先将Coherent风险度量从L~∞空间推广到比之更一般些的L~p空间上,证明了一个定义在L~p上模下半连续的Coherent风险度量必须且只须由一族q-方可积的概率测度来定义。
短句来源
     Coherent risk measures are defined on Banach spaces Lp(Ω) where 17 is a probability space and it is proven that a coherent risk measure p : Lp(Ω) → R is lower partial continuous with respect to the Lp norm, if and only if there exists a unique convex and weak* closed set Q of probability measures lying in the dual space Lp(Ω) such that
     本文在Banach空间Lp(Ω)上定义Coherent风险度量p:Lp(Ω)→R,证明了P是下半连续的Coherent风险度量当且仅当存在Banach空间Lq(Ω)中的一个弱闭凸概率测度集Q使得 ,其中 ,推广了[3]中的部分结果.
短句来源
     This thesis aims to study two important problems in mathematical finance— dynamic coherent risk measures and dynamic mean-variance optimizations. It contains six chapters, where the first one is an exordium, the 2nd and 3rd ones discuss coherent and dynamic coherent risk measures, and the last three chapters study the dynamic mean-variance optimization problems.
     本论文研究金融数学中的两大问题:动态的Coherent风险度量和动态的均值方差优化问题,共分六章,第一章为绪论,二、三两章讨论Coherent风险度量和动态Coherent风险度量,后三章讨论负有债务的投资者以及保险公司所面对的动态均值方差优化问题。
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  “coherent风险度量”译为未确定词的双语例句
     and if it satisfies more the relevant property, it then can be defined by the collect (?)
     而对于一个满足Fatou性质,Relevant性质,和Time-consistent性质的动态Coherent风险度量,我们证明了它必须且只须由一族乘积型稳定的概率测度(即,m-stable概率测度集)来直接定义。
短句来源
  相似匹配句对
     COHERENT RISK MEASURES DEFINED ON Lp(Ω) SPACES
     L~p(Ω)空间上的Coherent风险度量
短句来源
     Discussion and Analysis on Measure and Calculation of Financial Risk
     浅析风险度量和计算
短句来源
     A synthesize measurement of project risk
     项目风险的综合度量
短句来源
     The Study on Some Problems Concerning Dynamic Coherent Risk Measures and Mean-Variance Optimizations
     动态Coherent风险度量和均值方差优化若干问题的研究
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  coherent risk measures
Despite the incompleteness of the market we quantify the value of this operational flexibility in the framework of coherent risk measures.
      
Exact cooperative games or non-additive measures, coherent lower previsions and coherent risk measures are mathematically essentially the same.
      
The relation between coherent risk measures, valuation bounds, and certain classes of portfolio optimization problems is established.
      
One of the key results is that coherent risk measures are essentially equivalent to generalized arbitrage bounds, named "good deal bounds" by Cerny and Hodges (1999).
      
We define (d,n)-coherent risk measures as set-valued maps from $L^\infty_d$ into $\mathbb{R}^n$ satisfying some axioms.
      
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Coherent risk measures are defined on Banach spaces Lp(Ω) where 17 is a probability space and it is proven that a coherent risk measure p : Lp(Ω) → R is lower partial continuous with respect to the Lp norm, if and only if there exists a unique convex and weak* closed set Q of probability measures lying in the dual space Lp(Ω) such that

本文在Banach空间Lp(Ω)上定义Coherent风险度量p:Lp(Ω)→R,证明了P是下半连续的Coherent风险度量当且仅当存在Banach空间Lq(Ω)中的一个弱闭凸概率测度集Q使得 ,其中 ,推广了[3]中的部分结果.

 
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