conditional value at risk

常見例句

Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用條件風(fēng)險(xiǎn)價(jià)值理論研究供電公司在多個(gè)電力交易市場(chǎng)中的最優(yōu)購(gòu)電分配策略。
With the use of Monte Carlo simulation technology, the minimum conditional value at risk(CVaR) of the different confidence level and the composition of assets related are also analyzed.
在不同的電力交易市場(chǎng)中分配容量與證券市場(chǎng)中的資產(chǎn)組合類似，可通過建立均值—條件風(fēng)險(xiǎn)價(jià)值模型進(jìn)行優(yōu)化。