risk aversion coefficient

常见例句

The payoff and risk of the optimal risky portfolio is determined by both the payoff-risk coefficient of information and the risk aversion parameter.
在均值-方差偏好意義下投資者的最優收益由其對應信息的風險-收益系數和其風險厭惡蓡數共同決定。
Based on consumption-based asset pricing theory, the equity premium in China's stock market should be explained by a high relative risk aversion coefficient of investor.
按照傳統的消費資本資産定價理論，中國股市的高股權溢價衹能由投資者的高相對風險厭惡系數來解釋。
The mean and variance of the optimal payoff is determined by both the payoff-risk coefficient of information and the risk aversion parameter, but the risk price is only by the former.
投資者的最優收益的期望值和方差由其對應信息的風險-收益系數和風險厭惡蓡數共同決定。而市場的風險價格完全由信息的風險-收益系數確定。