Sallyrrr · 2024年03月10日
NO.PZ2015121801000053
问题如下：
With respect to an investor’s utility function expressed as:U=E(r)-1/2Aσ2 , which of the following values for the measure for risk aversion has the least amount of risk aversion?
选项：
A.-4.
B.0.
C.4.
解释：
A is correct.
A negative value in the given utility function indicates that the 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？
又做了一遍看懂了。。
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 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
