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- Expected shortfall (ES) is a new method for measuring market risk. 期望损失值是一种评估市场风险的新测度.
- Yamai, Y. and T.Yoshiba, 2002, “On the validity of value-at-risk: comparative analyses with expected shortfall,” Bank of Japan Institute of Monetary and Economic Studies Discussion Paper. 刘美缨,”银行风险值模型之回顾测试与压力测试-保守性、准确度及效率性,”2003商情资料分析库分析与建置研究之成果发表会,东吴大学,民国92年。
- Application of Expected Shortfall in Credit Risk 期望不足量在信用风险中的应用
- Calculation of Expected Shortfall for Measuring Risk and Its Application 评估风险的期望损失计算及应用研究
- Expected Shortfall Modeling in Optimizing Credit Risk Portfolioand Its Solution Based on the Non-Numerical Algorithms 信用风险优化中的期望短缺模型及基于非数值算法求解
- Expected Shortfall Describing the Distribution of Returns and Calculating Expected Shortfall Based on Mixture Density Networks 基于混合密度网络模型拟合收益统计分布与计算
- The shop expect to make a small profit this year. 这家店铺期望今年能赚点钱。
- He is expected to get through to the finals. 我们期待他进入决赛。
- The journey was not as nice as we had expected. 旅途不象我们预想的那样好。
- How in the world do you expect me to know him? 你究竟怎么会想到我认识他呢?
- I can't expect help from the idler. 我不能指望那个懒惰者的帮忙。
- I hadn't expected to rub up against them again. 我本来就没有料到会再次碰上他们。
- He is expected to win the game with ease. 预计他在比赛中会轻易获胜。
- He seemed to expect to be waited on hand and foot. 他像是想要人尽心尽力伺候他。
- He escaped more lightly than he has expected. 他比他所预料的更轻易地逃脱了。
- I didn't expect him to descend to personal abuse. 我没料到他会堕落到对我进行人身攻击的地步。
- It wasn't as good as I'd expected. 这不如我原来想的那么好。
- Don't expect that niggard to invite you to dinner. 别指望那个吝啬鬼会请你吃饭。
- His work comes up to what we expect of him. 他的工作符合了我们的期望。
- I expect I will be back on Sunday. 我预计我会在周日回来的。