在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。

In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.

youdao

此时我们需要知道资产组合收益率的联合分布函数，然而这个联合分布函数又往往不能轻易的表达出来。

We need to know asset portfolio earning ratio distribution function uniting , but the distribution function uniting so are sometimes unable now casually express out.

youdao

信用资产组合模型的分布计算是信用计量模型中一个非常重要的主题，对于这个问题一般常用的方法是进行蒙特卡罗随机模拟。

A new bilevel programming model-bilevel stochastic programming model is presented and the genetic algorithms based on Monte Carlo simulation to solve bilevel stochastic programming problem is given.

youdao

So,70% of the portfolio is in absolute return, real assets,private equity, alternatives--broadly defined.

因此资产的70%分布于绝对收益组合,不动产,私募权益等广泛的投资品种中

耶鲁公开课 - 金融市场课程节选