Value at Risk ( VaR), which means" the value at risk", is defined as the maximum possible loss that a portfolio will lose under normal market fluctuations, with a given confidence level, over a certain time horizon.

  • VaR的全称是Value At Risk,意为处于风险中的价值,被定义为在正常的市场波动情况下,在一定的置信水平下,投资组合在未来某一个特定时期内的最大可能损失。

  • 互联网摘选 2025-01-20 17:19:24

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