Обойти проблемы с нарушением выпуклости помогает модификация рискового капитала , называемая условной ( conditional VaR — CVaR ) , или хвостовой ( tail VaR — TVaR ) , или ожидаемым дефицитом ( Expected Shortfall — ESF)20 .
обойти проблема с нарушение выпуклость помогать модификация рисковой капитал , называть условный ( conditional VaR — CVaR ) , или хвостовой ( tail VaR — TVaR ) , или ожидать дефицит ( Expected Shortfall — ESF)20 .
VERB NOUN ADP NOUN NOUN VERB NOUN ADJ NOUN PUNCT VERB ADJ PUNCT PROPN PROPN PUNCT PROPN PUNCT PUNCT CCONJ ADJ PUNCT PROPN PROPN PUNCT PROPN PUNCT PUNCT CCONJ VERB NOUN PUNCT PROPN PROPN PUNCT PROPN PUNCT
VERB NOUN ADP NOUN NOUN VERB NOUN ADJ NOUN PUNCT VERB ADJ PUNCT PROPN PROPN PUNCT PROPN PUNCT PUNCT CCONJ ADJ PUNCT PROPN PROPN PUNCT PROPN PUNCT PUNCT CCONJ VERB NOUN PUNCT PROPN PROPN PUNCT PROPN PUNCT
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