As a coherent measure of risk, Expected Shortfall will be a perfect risk measure for complementarity of VaR.
而预期不足(ES)是一种一致性风险度量方法,可以作为VaR方法的一个有效的补充。
CopyRight © 2020-2024 在线英语词典[www.yycidian.com]版权所有 All Rights Reserved. ICP备案号:浙ICP备2024103067号