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.
基于风险价值不能准确度量风险以及缺乏次可加性这些缺点,目前国际上有人提出用损失期望值来测量风险。
词典释义:
预期短缺
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.
基于风险价值不能准确度量风险以及缺乏次可加性这些缺点,目前国际上有人提出用损失期望值来测量风险。