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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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bound charge density
bound decision variable
bound differentiability
bounded
bounded above
bounded above complex
bounded above filtration
bounded above operator
bounded above sequence
bounded above set
bounded approximation
bounded approximation property
bounded arithmetic
bounded basis
bounded below
bounded below complex
bounded below filtration
bounded below operator
bounded below sequence
bounded below set
bounded bilinear form
bounded body
bounded chain
bounded characteristic
bounded closed set
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更新时间:2026/1/27 4:11:39