[英]How to calculate CVaR in SAS?
Has anyone already done the calculation for CVaR (Conditional Value at Risk) in SAS? 是否有人已经计算出SAS中的CVaR(风险条件值)? Can I have an example or reference material please?
请给我一个例子或参考资料吗?
Thanks! 谢谢!
条件风险值是SAS Risk Dimensions产品提供的值,可通过PROC RISK
。
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