constant-absolute-risk-aversion 例句 释义: 全部 更多例句筛选 1. When the insurer is constant absolute risk aversion (CARA), the initial reserve has no effect on insurer's behavior. 当保险人表现为常数绝对风险规避(CARA)时,初始准备金对保险人并无影响; www.ceps.com.tw隐私...
SUNDARESAN M.Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates.The Journal of Finance. 1983Sundaresan, M., 1983, "Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates," Journal of Finance, 38, 205-212....
Besides, the analytical solution of the consumption And investment portfolio selection of the utility function for constant absolute risk aversion was obtained. Compared the study result of Merton with that of this paper, the consumption and wealth were founded to have a linear relationship; however ...
1) constant absolute risk 常相对风险1. This paper obtained the Bayesian Nash equilibium bidding strategy for first price sealed bid auctions and procurments in civil engineering for some frequently used utility functions such as constant relative risk and constant absolute risk and logarithmic ...
Risk aversion and expected utility theory: An experiment with large and small stakes We employ a novel data set to estimate a structural econometric model of the decisions under risk of players in a game show where lotteries present payoffs... M Bombardini,F Trebbi - 《Journal of the Europea...
Sign up with one click: Facebook Twitter Google Share on Facebook constant Dictionary Thesaurus Medical Financial Acronyms Idioms Wikipedia Related to constant:Constant term constant 1.a specific quantity that is always invariable 2. a.Mathsa symbol representing an unspecified number that remains invari...
2.双曲线绝对风险厌恶(hyperbolic absolute risk aversion, HARA)是最普遍的效用函数类别,通常在实际中应用,constant relative risk aversion (CRRA) 因为它们的数学易处理性而被经常使用。 Hyperbolic absolute risk aversion (HARA) is the most general class of utility functions that are usually used in practic...
Meaning of Absolute constant from wikipedia - rate is n−1/2, where n is the sample size, and the constant is estimated in terms of the third absolute normalized moment. Statements of the theorem vary...- entrepreneurship-based decreasing absolute risk aversion (DARA), constant absolute risk...
6) 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 ...
2.双曲线绝对风险厌恶(hyperbolic absolute risk aversion, HARA)是最普遍的效用函数类别,通常在实际中应用,constant relative risk aversion (CRRA) 因为它们的数学易处理性而被经常使用。 LASER-wikipedia2 In mathematics, a partial derivative of a function of several variables is its derivative with respect...