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Churning · 2019年11月23日

问一道题:NO.PZ2018070201000052

问题如下:

What is the characteristics of indifference curve for the most risk-averse investors?

选项:

A.

lowest convexity.

B.

lowest intercept value.

C.

greatest slope coefficient.

解释:

C is correct.

The high risk-averse investor has the indifference curve at the same standard deviation have higher expected return. .All investors have the same expected return when standard deviation is 0.

老师 这道题能麻烦解释一下吗 没有很理解到底啥意思

1 个答案
已采纳答案

星星_品职助教 · 2019年11月23日

同学你好,

举个例子解释比较方便。例如一个投资者需要给他1单位的补偿,他才愿意承担1单位的风险。现在另一个投资者比他更加厌恶风险,那么对于同样的1单位风险,就需要给他更多的例如2单位补偿他才愿意去承担。对于一个超级风险厌恶者,可能就需要给10单位的补偿。

以上体现在无差异曲线中,就是风险厌恶程度更大的人,斜率更”斜“,即同样单位的风险,要求的补偿更多。加油

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