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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。
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Collected Works on Jiangsu Water Conservancy
Collected Works on the Transmission of the Dao of Qiongzhou
Collected Writings on Court Paintings of the Southern Song Dynasty
Collected Writings on the Study of Qin
collectin
collecting
collecting and manipulating of Folk literature
collecting area
collecting canal
collecting comb
collecting lens
collecting machine
collecting potential
collecting region
Collecting Situation about Chinese Ancient Calligraphy and Painting
collecting terms
collecting tubule
Collecting Works on Tea
collection
collection analysis
collection census
collection classification
collection custody and collection department
collection development
collection development policy
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