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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク discounted maximum loss ： ウィキペディア英語版 discounted maximum loss Discounted maximum loss, also known as worst-case risk measure, is the present value of the worst-case scenario for a financial portfolio. In investment, in order to protect the value of an investment, one must consider all possible alternatives to the initial investment. How one does this comes down to personal preference; however, the worst possible alternative is generally considered to be the benchmark against which all other options are measured. The present value of this worst possible outcome is the discounted maximum loss. ==Definition== Given a finite state space $S$, let $X$ be a portfolio with profit $X\_s$ for $s\backslash in\; S$. If $X\_,...,X\_$ is the order statistic the discounted maximum loss is simply $-\backslash delta\; X\_$, where $\backslash delta$ is the discount factor. Given a general probability space $(\backslash Omega,\backslash mathcal,\backslash mathbb)$, let $X$ be a portfolio with discounted return $\backslash delta\; X(\backslash omega)$ for state $\backslash omega\; \backslash in\; \backslash Omega$. Then the discounted maximum loss can be written as $-\backslash operatorname\; \backslash delta\; X\; =\; -\backslash sup\; \backslash delta\; \backslash (X\; \backslash geq\; x)\; =\; 1\backslash \}$ where $\backslash operatorname$ denotes the essential infimum. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「discounted maximum loss」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.