EmilyZhou · 2024年06月12日
NO.PZ2018070201000056
问题如下：
Vishal Chandarana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expressed as U=E(r)-1/2×A×σ^2
The table shows the expected return and expected standard deviation of several investments, assuming the measure of risk aversion is 2, he is most likely to invest:
选项：
A.
1
B.
2
C.
3
解释：
B is correct
Investment 2 has the highest Utility Value(0.2019).
这个概念和cv比较，怎么区别啊？感觉表达的比较类似
NO.PZ2018070201000056 问题如下 VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest: A.1 B.2 C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). 1、为啥一个风险厌恶者要选择效用最大的组合？2、给定的一个效用水平下，A的值，风险厌恶的程度也是不同的，对吧？根据效用公式，A是斜率，但是一条效用曲线上，A会变大。对于同一个人，A不是应该恒定吗？有点糊涂3、对于一个人有多条效用曲线，如何理解？是比如存钱，有一个效用。买股票有一个，买房子有一个。对他投资的不同东西，他的效用不同，是这样理解吗？总觉得这里似懂非懂
NO.PZ2018070201000056问题如下VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest:A.1B.2C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). Utility的含义
能以investment 1 为例，计算一下嘛 谢谢
老师 这道题为什么不可以用E(R)/6?
