搜索结果: 1-1 共查到“国民经济学 spectral risk measures”相关记录1条 . 查询时间(0.062 秒)
Exponential Spectral Risk Measures
spectral risk measures risk aversion functions exponential utility function parametric bootstrap
2011/3/31
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an e...
