1) absolute risk aversion coefficient 绝对风险回避系数1. Due to the difficult of solving the stochastic storage strategy of non-risk neutral, the relationship between the stochastic storage strategy and the absolute risk aversion coefficient was been studied, We suggest a new indirect method to ...
storagerisk decisionexpected utilityabsolute risk aversion coefficientIn this paper, due to the difficult of solving the stochastic storage strategy of non-risk neutral, the relationship between the stochastic storage strategy and the absolute risk aversion coefficient was been studied. We suggest a new...
Explicit solutions for the optimal consumption and portfolio of the hyperbolic absolute risk aversion function family; 双曲型绝对风险厌恶函数的最优消费与投资组合的显示解 更多例句>> 3) decreasing absolute risk averse 绝对风险厌恶递减 4) absolute risk-averseness coefficient 绝对风险厌恶系数 5) co...
4) Arrow-Pratt Absolute Risk Aversion Function 爱罗-伯瑞特绝对风险厌恶函数5) absolute risk-averseness coefficient 绝对风险厌恶系数6) hyperbolic-absolute abhor family 双曲绝对厌恶族补充资料:风险厌恶者 风险厌恶者:当面对具有相同预期货币价值的投机时,风险厌恶者喜欢结果比较确定的投机,而不喜欢结果不...
3) HARA(Hyperbolic Absolute Risk Aversion) 双曲类绝对风险厌恶函数4) decreasing absolute risk averse 绝对风险厌恶递减5) absolute risk-averseness coefficient 绝对风险厌恶系数6) measure of absolute risk aversion 绝对风险厌恶风险水平补充资料:如此江山 泛曲阿后湖 曲阿词综曲阿词综中, 【诗文】:依依...
Besides, it is a decreasing function of interest rate and risk aversion coefficient. In addition, by statistical analysis, we find that the power parameter, the expectation of stock returns and interest rate are all significant factors affecting the investment strategy....
This paper considers a single-product production-inventory system managed by a base-stock policy where the factory inventory manager with cost concerns over a short time horizon can be modeled with the constant absolute risk aversion (CARA) utility function. We consider both backordering cost and ...
5) absolute risk-averseness coefficient 绝对风险厌恶系数6) constart relative risk aversion 不变绝对风险厌恶补充资料:风险厌恶者 风险厌恶者:当面对具有相同预期货币价值的投机时,风险厌恶者喜欢结果比较确定的投机,而不喜欢结果不那么确定的投机。 说明:补充资料仅用于学习参考,请勿用于其它任何用途。