开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

PaisleyPPx · 2019年11月29日

问一道题:NO.PZ2018070201000056

问题如下:

Vishal Chandarana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. 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:

C is correct

Investment 2 has the highest Utility Value(0.2019).

老师 这道题为什么不可以用E(R)/6?

1 个答案

星星_品职助教 · 2019年11月29日

同学你好,

这道题题干有问题,少了一个utility function U=E(r)-1/2Aσ^2

这种题目只需要直接代入进去算utility即可,A= 2。最后应该选B,我之后会修改这道题~

  • 1

    回答
  • 0

    关注
  • 489

    浏览
相关问题

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). 这个概念和cv比较,怎么区别啊?感觉表达的比较类似

2024-06-12 19:56 1 · 回答

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

2024-02-28 15:48 1 · 回答

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

2023-08-19 08:31 1 · 回答

能以investment 1 为例,计算一下嘛 谢谢

2021-01-10 14:41 2 · 回答