cvar meaning in Chinese
茨瓦尔
Examples
- The optimal portfolio model based on cvar
基于条件风险价值的投资组合优化模型 - Risk analysis of china ' s stock market based on garch - cvar model
模型的我国股票市场风险分析 - Application of cvar models in the single - period generation rights trade
风险度量模型在单期发电权交易中的应用 - Combined bidding strategy and model for power suppliers based on cvar risk measurement techniques
风险计量指标的发电商投标组合策略及模型 - On one hand , the cvar optimization model is discussed in detail and an empirical research on it is performed with historical data
本文一方面详细讨论了cvar优化模型，并使用历史数据对模型进行了实证分析，将其结果与经典的均值-方差模型作了比较。