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CVaR
释义
CVaR
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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information system project integration management
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Information Systems Architect
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更新时间:2024/7/2 18:47:58