cohesive value meaning in English

凝聚值

Then , this paper introduce a new method of measuring the risk ? ? cohesive value at risk ( cvar ) , which is more logical than the var on optimizing the portfolio according to the characteristic of the stock bargaining market of our country , it constructs a corresponding index of liquidity risk of the stock assert of the open - end fund , and by constructing a optimized model in cvar , the liquidity risk of stock assert of the open - end fund is efficiently controlled
接着,本文引入了一种全新测量风险的方法cvar方法,并且根据我国交易市场的特点构造了相应的开放式基金股票组合的流动性风险指标,通过构造cvar调整的投资组合风险优化模型有效的控制了股票资产组合的流动性风险。本文的研究表明: ( 1 )开放式基金股票组合的流动性风险具有明显的尾部风险。