zoki回答（1）
Hiker2019-10-11 21:44:27
Hiker同学你好！关于B选项可用如下解释： One of the problems with VaR is that it does not provide information about the expected size of the loss beyond the VaR. VaR is often complemented by the expected shortfall, which measures the expected loss conditional on the loss exceeding the VaR. 两者的区别也就说明并不是可互换的。关于C选项，ES是一种非参数法，并不需要正态分布的假设。
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