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风险测度     
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  risk measurement
     Comparison of Effect of Risk Measurement of A and B Share Based on EVT
     基于EVT的上证A股和B股风险测度效果比较
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     Esscher-transformation and financial risk measurement techniques
     Esscher-变换与风险测度技术
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     Financial Risk Measurement: CVaR
     金融风险测度的CVaR方法
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     The Method of our Financial Risk Measurement and its Control Mode Research
     我国金融风险测度方法与控制模型研究
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     The Study of Macroscopic Finance Risk Measurement System
     我国宏观金融风险测度研究
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  risk measure
     Dissertation investigated the problems of optimal liquidation strategy and Liquidity–Adjusted Expected Shortfall (La-ES) belonging to the coherent risk measure.
     本文研究了一致性风险测度-流动性调整期望损失(Liquidity-Adjusted Expected Shortfall:La-ES)和机构投资者的最优变现策略问题。
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     Comparative Analysis on Risk Measure Methods in Modern Portfolio Investment Theory
     现代投资组合理论中风险测度方法的比较分析
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     Study on Risk Measure and Evaluation of Enterprise Technological Innovation
     企业技术创新风险测度与评价研究
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     Study on financial risk measure based on multifractal theory
     基于多标度分形理论的金融风险测度指标研究
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     Portfolio Model and Its Algebraic Solution Under the E\|SV Risk Measure
     E-SV风险测度组合证券投资模型及代数解法
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  risk measures
     Returns Distribution in Financial Markets and EVT Risk Measures
     金融市场的收益分布与EVT风险测度
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     The Analyse of Financial Risk Measures
     金融风险测度分析
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     Coherent Risk Measures Monotonically with Generalized Stochastic Dominance and ES~((n))
     广义随机占优单调一致风险测度和ES~((n))——一种新的风险测度概念和指标
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     Conditional g-expectation is applied to define (dynamic) risk measures, which satisfies the axioms of coherent (dynamic) risk measures. Then, the representation theorems of the given (dynamic) coherent risk measures are provided.
     利用倒向随机微分方程(BSDE)理论中的条件g-期望来定义风险测度及动态风险测度,证明了它们都满足相关风险测度及动态相关风险测度的公理化定义,并且给出了所定义的相关风险测度及动态相关风险测度的表示定理.
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     The Risk Measures Based on Seminorm
     基于半范数的风险测度
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  risks measurement
     In the second part, we introduce Markowitz Investment Theory, E-V Model, E-SV Model and some other important risks measurement. These theories are important parts in modern risks management theories. They are also basis of VaR and CVaR.
     然后,文章用单独的一章介绍了均值-方差模型、均值-半方差模型以及一些具有代表性的风险测度模型和观点,这些既是现代风险管理理论中重要的组成部分,同时也是VaR和CVaR产生的理论根源。
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  risk measurement
In financial market risk measurement, Value-at-Risk (VaR) techniques have proven to be a very useful and popular tool.
      
Effective risk management requires adequate risk measurement.
      
After discussing the state of the art of operational risk measurement, I briefly review the foundations of input-output analysis and explain how to build an input-output model at the business unit level for a financial institution.
      
The model is then enlarged to allow its use for interest rate risk measurement through a duration vector.
      
In this paper they are applied to risk measurement, leading to a general definition of convex risk measure which corresponds, when its domain is a linear space, to the one recently introduced in risk measurement literature.
      
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  risk measure
Risk aversion is quantitatively expressed in terms of representing functionals (risk measure).
      
For estimation algorithm optimization, we applied a minimax approach with the risk measure in the form of the exceedance probability of the estimate of a prescribed level by an error.
      
The purpose of the article is to formulate, under the l∞ risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed.
      
Finally, we give four axioms that describe necessary attributes of a good financial risk measure and show which of the measures surveyed satisfy these.
      
In order to perform our study, we exploit the new risk measure known as Value at Risk (VaR) and consider insurance contracts which are Mean-VaR efficient.
      
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  risk measures
Study on the interrelation of efficient portfolios and their frontier under t distribution and various risk measures
      
Under the mean-risk analysis framework, the interrelationship of efficient portfolios (frontier) based on risk measures such as variance, value at risk (VaR), and expected shortfall (ES) is analyzed and compared.
      
When the insurer and reinsurance company take arbitrary risk measures, sufficient conditions for optimality of reinsurance contract are given within the restricted class of admissible contracts.
      
Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.
      
For these systems, effective algorithms for computing probability indexes (risk levels) and loss expectation (risk measures) for undesirable random events (failures, emergencies, etc.) associated with the operation of a system are designed.
      
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