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绝对风险厌恶
释义
绝对风险厌恶
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。
随便看
projection plane
projection postulate
projection printing
projection property
projection pursuit
projection pursuit method
projection reduction
projection set
projection spectrum
projection surface
projection system
projection theorem
projection transformation
projection valued measure
projection-valued measure
projection-valued measure (PVM)
projection with elevations
projection with heights
projection兰伯特方位等积投影
projection兰伯特柱面等积投影
projective
projective algebra
projective algebraic set
projective algebraic variety
projective A-module
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