| 1. | Portfolio theory introducing a value - at - risk constraint
引入风险价值约束的投资组合理论 |
| 2. | Study of portfolio risk estimation based on value - at - risk technique
基于风险价值的投资组合风险度量研究 |
| 3. | Especially the paper studies the value - at - risk ( var ) theory
Var风险计量方法是本文的一个重点研究内容。 |
| 4. | Value - at - risk model
风险数值模式 |
| 5. | The method of value - at - risk ( var ) is known as the mainstream in this field nowadays
当前，风险价值法( var )是公认的管理市场风险的主流方法。 |
| 6. | Application study of value - at - risk methodology for measuring risk in shanghai and shenzhen stock markets
风险估值在沪深股市风险测量中的应用研究 |
| 7. | The macroprudential indicators ( mpis ) and the value - at - risk ( var ) model are explored and developed to meet the above goal
宏观谨慎指标和var模型正是基于这一目的而被开发利用的。 |
| 8. | Across the industry , value - at - risk ? a measure of potential losses on a bad trading day ? has risen steadily
整个行业的风险价值(用于计量在某一不利的交易日可能遭受的潜在价值损失)稳步上升。 |
| 9. | Investment banks use “ value - at - risk ” models which mean that , when volatility rises , they cut the capital they allocate to trading
投行广泛采用“风险价值”模型：当市场波动率上升时，它们将减少交易资金，而这通常意味着减持资产。 |
| 10. | On the basis of the classical mean - variance model , the article proposes the asset allocation model with value - at - risk constraint and transaction cost
摘要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。 |
