暖昧关系
发表于 2025-3-23 10:52:33
Empirical Methodsdata to speak for themselves in the sense that the model for the future values should only be based on information available in the given historical data samples. The assumption we make is therefore that the information in the samples is representative of future values and that no additional probability beliefs of the modeler are relevant.
牵索
发表于 2025-3-23 17:37:48
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Geyser
发表于 2025-3-23 21:52:06
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MOCK
发表于 2025-3-23 22:43:47
Textbook 2012ructured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions.. .In Risk and Portfolio Analysis the authors present sound principles and useful methods for m
Cumbersome
发表于 2025-3-24 02:56:30
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machination
发表于 2025-3-24 09:57:38
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Ischemia
发表于 2025-3-24 12:00:42
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COWER
发表于 2025-3-24 17:11:56
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胆小懦夫
发表于 2025-3-24 22:45:38
Risk Measurement Principlesnetary units so that the measurement of the risk of a position can be interpreted as the size of buffer capital that should be added to the position to provide a sufficient protection against undesirable outcomes. In the investment problems in Chap. 4, variance was used to quantify the riskiness of
健谈
发表于 2025-3-24 23:13:43
Empirical Methods to model the value at a future time . > 0 of portfolios whose values depend on a given set of assets and possibly also liabilities. Here we want the data to speak for themselves in the sense that the model for the future values should only be based on information available in the given historical d