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条件风险价值
释义
条件风险价值
Encyclopedia
理学
风险中性测度
释
conditional value at risk; CVaR
条件风险价值
在一定的置信水平下,损失超过某个给定值时的条件期望损失值。又称尾部损失或条件尾部期望。
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fully depleted CCD
fully depleted pn-junction CCD
fully determined
fully developed flow
fully discrete method
fully faithful functor
fully fashioned computerized flat knitting machine
fully-fashioned knitting technology
fully funded system
fully incoherent light
fully invariant congruence
fully invariant series
fully invariant subgroup
fully ionized gas
fully ionized plasma
fully loaded standby
fully normal space
fully-oriented filament
fully oriented yarn
fully penetrating well
fully polynomial-time approximation scheme
fully reducible representation
fully regular product
fully solvable Lie algebra
fully solvable Lie group
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