问题如下图:
选项:
A.
B.
C.
解释:
老师你好,给定的公式风险收益正比,negative value怎么是risk seeker呢,感谢解答
NO.PZ2015121801000053 问题如下 With respeto investor’s utility function expresseas:U=E(r)-1/2Aσ2 , whiof the following values for the measure for risk aversion hthe least amount of risk aversion? A.-4. B.0. C.4. is correct.A negative value in the given utility function incates ththe investor is a risk seeker. 为什么一定要选择U最大的?风险厌恶不是看A就行了嘛?
NO.PZ2015121801000053 问题如下 With respeto investor’s utility function expresseas:U=E(r)-1/2Aσ2 , whiof the following values for the measure for risk aversion hthe least amount of risk aversion? A.-4. B.0. C.4. is correct.A negative value in the given utility function incates ththe investor is a risk seeker. 怎么判断是risk aerse还是risk seeking?看A还是看U?
NO.PZ2015121801000053 问题如下 With respeto investor’s utility function expresseas:U=E(r)-1/2Aσ2 , whiof the following values for the measure for risk aversion hthe least amount of risk aversion? A.-4. B.0. C.4. is correct.A negative value in the given utility function incates ththe investor is a risk seeker. Risk averse 的A不应该是正数吗?Risk seeking才是负数。那对于risk averse的人来说不是在大于0的情况下最小的那个数吗?
NO.PZ2015121801000053 0. 4. A is correct. A negative value in the given utility function incates ththe investor is a risk seeker. 能否请老师列个详细的计算公式给我,谢谢
NO.PZ2015121801000053 0. 4. A is correct. A negative value in the given utility function incates ththe investor is a risk seeker.老师,题目能翻译下吗