expected shortfall

基本解釋

• 預(yù)期不足

英漢例句

雙語例句

• Expected shortfall (ES) is a new method for measuring market risk.
  期望損失值是一種評估市場風(fēng)險的新測度。
• Just as a reminder, over the next 75 years the cost of making those tax cuts permanent would be roughly equal to the entire expected financial shortfall of Social Security.
  這里有一個提示，就是在未來75年里，這些減稅法案在社會保險金上預(yù)計扣除的差額對于所有人來講都是大概持平的，無論是窮人還是富人。
• At last, as valve at Risk is unable to measure the risk exactly and lack of subadditive , therefore, it is suggested in the international that Expected shortfall should be used to measure risk.
  基于風(fēng)險價值不能準(zhǔn)確度量風(fēng)險以及缺乏次可加性這些缺點(diǎn)，目前國際上有人提出用損失期望值來測量風(fēng)險。

權(quán)威例句

• Last quarter, RIM updated its guidance for the year and mentioned an expected shortfall in BlackBerry sales along with a lower average selling price for the smartphones (see RIM Guides Lower, Stock Sensitive to Market Share Decline).
  FORBES: BlackBerry-Vision: RIM Outlook Crucial As Earnings Loom
• Demand there is still growing, but more slowly than expected, and the shortfall is exacerbated by Asian countries' eagerness to save dollars by running down oil stocks.
  ECONOMIST: An oil bounce
• Despite the downturn, the valley still has as many as 82, 000 fewer homes than it would need if it were to house all of its workers—a shortfall that is expected almost to double by 2010.
  ECONOMIST: High-tech America

• expected shortfall更多例句

詞組短語

短語

• Marginal Expected Shortfall 邊際預(yù)期差額法
• high order expected shortfall 高階期望風(fēng)險
• expected shortfall model es 模型
• Liquidity -Adjusted Expected Shortfall 流動性調(diào)整期望損失

• expected shortfall更多詞組

專業(yè)釋義

經(jīng)濟(jì)學(xué)

• 期望損失
• 預(yù)期不足

  approach a coherent risk measure to overcome the shortfall of VaR. As a coherent measure of risk, Expected Shortfall will be a perfect risk measure for complementarity of VaR.
  而預(yù)期不足(ES)是一種一致性風(fēng)險度量方法,可以作為VaR方法的一個有效的補(bǔ)充。

• 期望不足
• 期望虧空