@prefix dbo: .
@prefix dbpedia-ja: .
dbpedia-ja:Financial_Risk_Manager dbo:wikiPageWikiLink .
dbo:wikiPageWikiLink .
dbo:wikiPageWikiLink .
dbo:wikiPageWikiLink .
dbo:wikiPageWikiLink .
@prefix rdfs: .
rdfs:label "\u671F\u5F85\u30B7\u30E7\u30FC\u30C8\u30D5\u30A9\u30FC\u30EB"@ja ;
rdfs:comment "\u6570\u7406\u30D5\u30A1\u30A4\u30CA\u30F3\u30B9\u306B\u304A\u3044\u3066\u3001\u671F\u5F85\u30B7\u30E7\u30FC\u30C8\u30D5\u30A9\u30FC\u30EB(\u304D\u305F\u3044\uFF5E\u3001\u82F1:Expected shortfall, ES) \u306F\u3001\u78BA\u7387\u5909\u6570 X \u306B\u95A2\u3057\u3066\u3042\u308B\u95BE\u5024 \u03BC \u3092\u8D85\u3048\u308B\u90E8\u5206\u306E\u671F\u5F85\u5024\u3002\u78BA\u7387\u5909\u6570 X \u3092\u640D\u5931\u984D\u3068\u3057\u95BE\u5024 \u03BC \u3092\u4FE1\u983C\u6C34\u6E96 1-\u03B1 %\u306B\u304A\u3051\u308B VaR \u3068\u3059\u308C\u3070\u3001\u640D\u5931\u304CVaR\u3092\u8D85\u3048\u308B\u5834\u5408\u306E\u5E73\u5747\u640D\u5931\u3068\u306A\u308B\u3002ES\u306F\u3001CVaR\uFF08Conditional Value at Risk\uFF09\u3068\u547C\u3070\u308C\u308B\u3053\u3068\u3082\u3042\u308B\u3002"@ja .
@prefix owl: .
owl:sameAs .
@prefix dct: .
dct:subject ;
dbo:wikiPageID 2165712 ;
dbo:wikiPageRevisionID 89570314 ;
dbo:wikiPageWikiLink ,
,
,
;
dbo:wikiPageExternalLink .
@prefix prop-ja: .
@prefix template-ja: .
prop-ja:wikiPageUsesTemplate template-ja:Economy-stub ,
template-ja:Math-stub .
@prefix foaf: .
foaf:isPrimaryTopicOf ;
dbo:abstract "\u6570\u7406\u30D5\u30A1\u30A4\u30CA\u30F3\u30B9\u306B\u304A\u3044\u3066\u3001\u671F\u5F85\u30B7\u30E7\u30FC\u30C8\u30D5\u30A9\u30FC\u30EB(\u304D\u305F\u3044\uFF5E\u3001\u82F1:Expected shortfall, ES) \u306F\u3001\u78BA\u7387\u5909\u6570 X \u306B\u95A2\u3057\u3066\u3042\u308B\u95BE\u5024 \u03BC \u3092\u8D85\u3048\u308B\u90E8\u5206\u306E\u671F\u5F85\u5024\u3002\u78BA\u7387\u5909\u6570 X \u3092\u640D\u5931\u984D\u3068\u3057\u95BE\u5024 \u03BC \u3092\u4FE1\u983C\u6C34\u6E96 1-\u03B1 %\u306B\u304A\u3051\u308B VaR \u3068\u3059\u308C\u3070\u3001\u640D\u5931\u304CVaR\u3092\u8D85\u3048\u308B\u5834\u5408\u306E\u5E73\u5747\u640D\u5931\u3068\u306A\u308B\u3002ES\u306F\u3001CVaR\uFF08Conditional Value at Risk\uFF09\u3068\u547C\u3070\u308C\u308B\u3053\u3068\u3082\u3042\u308B\u3002"@ja .
@prefix xsd: .
dbo:wikiPageLength "749"^^xsd:nonNegativeInteger .
@prefix prov: .
prov:wasDerivedFrom .
@prefix dbpedia-wikidata: .
dbpedia-wikidata:Q5420856 owl:sameAs .
foaf:primaryTopic .
@prefix rdf: .
rdf:type foaf:Document ;
foaf:primaryTopic .