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-方差偏好意义下投资者的最优收益由其对应信息的风险-收益系数和其风险厌恶参数共同决定。
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.
按照传统的消费资本资产定价理论，中国股市的高股权溢价只能由投资者的高相对风险厌恶系数来解释。
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.
投资者的最优收益的期望值和方差由其对应信息的风险-收益系数和风险厌恶参数共同决定。而市场的风险价格完全由信息的风险-收益系数确定。