VaR是什么的英文缩写答:In order to deal with this difficult, Artzner et al (1999) introduced Conditional Value at Risk (CVaR).(refer to: Artzner, P., Delbaen, F., Eber, J.M., and D. Heath, Coherent measures of risk. Mathe- matical Finance, 9 (1999), 203-228 )本文来自: 人大经济论坛 ...