题目
R1≥R2,then,ρ(R1)≤ρ(R2)，is the mathematical equation for which property of a coherent risk measure?
选项
A.Positive homogeneity
B.Translation invariance
C.Monotonicity
D.Subadditivity
答案
C
解析
This is a monotonic indicator in the risk measurement system.单调性：风险管理模型损失越大，风险越高。