...估计量:TiiitTii rrRVar1212)()(或者修正样本方差 TiiitTii rrRVar12112)()(推广的风险度量标准全风险测度(Overall Risk Measure):方差: )(RVar标准差: )(RVar期望绝对偏差: |)(| RERE 市场风险(系统风险): )(),(mmiRVarRRCovi 下滑风险测度(Downside Risk Mea...
基于4个网页-相关网页
Both Deutsche and Barclays argue that looking at overall leverage is a poor measure of risk, in part because many of the derivatives they own cancel each other out.
德意志银行和巴克莱银行都认为只关注整体的杠杆是不成熟的衡量手段,一部分的原因是这两家银行拥有的许多衍生品是可以互相对冲的。
This number is used to rank the risks, and to measure the decrease in overall project risk.
数字用来划分风险等级的,并用于给整个项目风险的降低以度量。
应用推荐