value-at-risk model的意思|示意
风险价值模型
value-at-risk model的网络常见释义
风险数值模式 ... value-added tax 增值税 value-at-risk model 风险数值模式 value-for-money 衡工量值；合乎经济原则；合乎经济效益；物有所值 ...
value-at-risk model相关短语
1、 value at risk model 风险价值模型 ; 风险数值模式
value-at-risk model相关例句
Our studies indicate that the model based on the generalized hyperbolic distributions can present more realistic Value-at-Risk estimates.
实证结果表明，基于广义双曲线分布的方法得到了较好的预测结果。
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。