1) modified expected utility-entropy decision model
改进的期望效用-熵模型
1.
The conclusion shows that the modified expected utility-entropy decision model is a better decision criteriou to select stocks than expected utility criterion to some extent.
用Arrow-Pratt风险厌恶度来度量期望效用-熵平衡系数以改进风险型决策的期望效用-熵模型;根据改进的期望效用-熵模型以及期望效用准则,分别从上证50指数样本股中选取7只股票构造投资组合,进行比较。
3) subjectively expected utility model
主观期望效用模型
4) Modified Model with Term
带任期的改进模型
5) expected utility
期望效用
1.
Mean-risk rule and compatibility with expected utility rule;
均值-风险规则及其与期望效用规则的一致性
2.
The expected utility function is used to measure the uncertainty of the estimating reliability,and the Bayes dec.
考虑到可靠度估计的不确定性,采用贝叶斯风险决策技术,通过期望效用函数量化可靠度的不确定性,并定义了停止可靠性增长试验的贝叶斯决策规则,最后给出了一个应用实例验证了方法的可行性。
3.
The objective functions of expected net present values and expected utility were established and optimum quantity of demand and prices were obtained by maximizing them.
讨论了人寿保险商品价格的确定,通过建立期望净现值和期望效用目标函数,并使其最大化,而求得最佳需求量和最优价格;在建立目标函数的同时考虑了需求函数和无偿付能力的概率对于人寿保险商品价格的影响,并借助于模拟方法分析利率均值和利率标准差等参数改变时对最优价格的影响。
6) utility function
期望效用
1.
For discussing the impact of congestion pricing on travel behaviors of residents,a disaggregated modal-split model considering pricing is formulated,and based on it,the traveler s perceived expectation utility function is built.
结果表明,城市交通拥挤收费将影响出行者的交通方式选择行为和满意度,造成城市交通方式分担结构的变化;理解期望效用随收费费率的增加而增大,达到某一值后保持不变,而出行者对拥挤收费的满意度均为负值,并随着出行者对收费认知的不同而以不同的速度减小。
2.
As its special cases,itis also proven thatthe famous Sharpe- Lintner CAPM holds for quadratic utility function ormulti- normal distribution constraint of return rates.
根据效用理论 ,投资者在期望效用最大化准则下选择组合投资方案 ,通过改进均值 -方差模型假定 ,在完全市场 ( perfect markets)条件下由组合投资模型推导出广义的资本资产定价模型 。
补充资料：改进
改变旧有情况，使有所进步：～工作ㄧ操作方法有待～。
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