1) constant riskaversion
恒常的风险厌恶
2) constant risk aversion
定常风险厌恶
3) measure of risk aversion
厌恶风险的度量
4) risk aversion
风险厌恶
1.
Measuring the risk aversion by the semi-parametric ARCH-M model;
基于半参数ARCH-M模型的风险厌恶度量
2.
Classifying Executive Incentives:Hidden Actions,Effort Cost and Risk Aversion;
经理人激励的细分:隐藏行动、努力成本和风险厌恶
3.
From the perspective of risk aversion and considering the effect of uncertainty degree,the concept of vague value expectation is proposed and a risk aversion type score function constructed based on it.
从评价函数的角度提出Vague值的期望的概念,从风险的角度看待未知信息,提出风险厌恶型和风险追求型两类记分函数的概念。
5) risk-averse
风险厌恶
1.
In the literature of modern financial economice,there is a very neat claim about the portfolio selection of risk-averse investors,that is,a strictly nonsaturable risk-averse investor invests in a risky asset if and only if there is at least one asset s return is higher than the risk-free interest rate.
在现代金融经济学教程中,有这样一个反映风险厌恶的投资者对风险资产选择行为的结果:严格地喜多厌少且厌恶风险的投资者对风险资产投资的充分必要条件是至少有一种风险资产的收益率高于无风险资产的收益率。
2.
Supposing a supply chain composed of a risk-neutral manufacturer and a risk-averse retailer, the return policy with a risk-averse-lies retailer is modeled.
通过假定制造商为风险中性,零售商为风险厌恶,建立了具有风险厌恶偏好的退货政策模型,并在此模型的基础上,分析了制造商如何通过实施退货政策来实现供应链协作,确保整个供应链最优。
6) risk-aversion
风险厌恶
1.
Under different situations such as \'stochastic demand influenced by sales promotion\', \'stackelberg mode leading by supplier or retailer\' and \'supplier as a risk-aversion partner\', this dissertation studies the coordination and cooperation of the supply chain with VMI mode.
本文对“需求受促销影响”、“供应商或销售商先行决策”以及“风险厌恶”等情形下VMI的协调与合作问题进行了系统研究,分析了不同情形下供应链各方的决策和收益,提出了相应的合作合约。
2.
This paper analysis the capacity reservation contract by the Conditional Value-at-Risk which always used to measure risk in finance,and proposes the optimization models under risk-neutral and risk-aversion assumptions.
本文应用金融工程中对风险进行标度的条件风险价值(CVaR)方法来研究能力预定期权契约,构建了风险中性及风险厌恶情况下的最优能力预定期权模型,并得出销售商的风险态度对最优能力预定期权量有着重要的影响,风险厌恶程度越高,最优的能力预定期权量越小。
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。
参考词条