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   谱风险 的翻译结果: 查询用时:0.314秒
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谱风险
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  “谱风险”译为未确定词的双语例句
     The Study of Spectral Risk Measures of Credit Risk
     信用风险谱风险量度的基础研究
短句来源
     The spectral risk measure, which combines the distribution of profit and losswith the subjective risk aversion from the investors, provides an available choice inrisk measuring properly and effectively.
     谱风险量度将资产组合损益分布的具体形状和投资者的主观风险厌恶相结合,为合理有效地度量金融风险提供了一种可能的选择。
短句来源
     Thus an available method in risk measure analysis is obtained.
     最后运用此方法,通过一个实例分析了谱风险量度的运用效果。
短句来源
     Also, by comparingspectral risk measure to VaR and Expected shortfall, it is found spectral risk measurecan obtain a measured value of VaR or Expected shortfall tantamount to the higherlevel of confidence by using a set of simulated value.
     同时,通过对谱风险量度与受险价值及预期短缺的比较分析,可以发现谱风险量度可以直接利用一组模拟产生的数据得到一个相当于较高置信水平的受险价值或预期短缺的量度值。
短句来源
     So the method of measuring thecredit risk by spectral measure has both practical and theoretical value.
     因此,用谱风险量度度量信用风险既有实际意义,又有理论价值。
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  相似匹配句对
     The Study of Spectral Risk Measures of Credit Risk
     信用风险风险量度的基础研究
短句来源
     If you do nothing,the risk will come
     无为的风险
短句来源
     Risks exist impersonally.
     风险是客观存在的。
短句来源
     The Spectra of Hypercubes
     超立方体的
短句来源
     SPECTRUM AUTOCORRELATION
     自相关
短句来源
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  risk spectrum
Starting from generalized theories of the arteriosclerosis, a comprehensive model of factor analysis is presented which considers the clinical risk spectrum of coronary heart disease as presently known.
      
At the same time, there should be strong investor appetites for higher return opportunities as investors move out on the risk spectrum.
      
In the process we relate the risk spectrum to the distortion function.
      
Now those at the highest end of the risk spectrum have an LDL treatment goal of less than 70 mg/dL.
      
The study included a broad risk spectrum of patient characteristics encountered in standard clinical practice sites across the US.
      


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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