We focus on the construction of risk spectra and the application of spectral risk measures to the financial markets.
研究了风险谱函数的构造及谱风险度量在金融市场中的应用。
Academics have also suggested that investment decisions should be based on downside risk measures relative to target returns.
研究人员还认为，投资决策应以相对于目标收益率的下跌风险指数为依据。
At first, a theoretical background related to risk measures and a survey of researches are presented, with current researches on the market risk theory and liquidity risk theory focused on.
首先，论文介绍了风险计量的相关理论背景与国内外的研究概况，重点介绍了市场风险及流动性风险的理论研究现状。
Then, we compare different kinds of Function risk measures through selecting different distortion functions, hoping to find basis for the selection.
再对选取不同扭曲函数得到的各种函数型风险度量模型做比较，希望找到选取扭曲函数的依据。
Then, we compare different kinds of Function risk measures through selecting different distortion functions, hoping to find basis for the selection.
再对选取不同扭曲函数得到的各种函数型风险度量模型做比较，希望找到选取扭曲函数的依据。
应用推荐