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absolute risk aversion
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absolute risk aversion
Encyclopedia
理学
风险中性测度
释
absolute risk aversion
绝对风险厌恶
对不确定情形下个人投资和消费策略中风险厌恶行为的一种度量。对于期望效用投资者,绝对风险厌恶与效用函数的曲率有关,个体的绝对风险厌恶越高,全投资于有风险资产所要求的最小风险补偿就越大。
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