英文标题：
《Regulator-based risk statistics for portfolios》
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作者：
Xiaochuan Deng and Fei Sun
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最新提交年份：
2020
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英文摘要：
Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk. In this paper, we consider the regulator-based risk statistics for portfolios. By further developing the properties related to regulator-based risk statistics, we are able to derive dual representation for such risk.
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中文摘要：
风险统计不仅是风险分析的关键因素，也是金融应用的关键因素。然而，传统的风险统计数据可能无法描述基于监管机构的风险的特征。在本文中，我们考虑基于监管机构的投资组合风险统计。通过进一步发展与基于监管机构的风险统计相关的属性，我们能够导出此类风险的双重表示。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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