2) utility index
效用指数
1.
Its theoretical significance lies in the fact that it injects new vitality into classical cardinal approach,but there is widespread doubt about the objectivity of its utility index.
诺依曼效用的理论意义在于给古典的基数效用论注入了新的生机,其存在的问题是效用指数的客观性受到广泛质疑。
4) exponential utility function
指数效用函数
1.
Under the conditions of power law utility function and exponential utility function,the strategies of optimal investmant portfolio are investigated,and the optimal control model of variable annuities is constructed for the insurer,and the optimal invetmant strategies for variable annuities are derived.
在幂效用函数和指数效用函数的条件下,讨论保险人在年金积累期和年金给付期的投资策略,建立保险人变额年金投资的最优控制模型,得出变额年金的最优控制策略。
2.
At first, an exponential utility function has been devised by making use of the Mean-CVaR model and its efficient frontier.
通过引入指数效用函数,推导出谱风险度量在指数效用函数下的表达式,并建立“指数谱风险”投资组合模型,且指出此模型求解的困难之处。
5) negative exponential utility function
负指数效用函数
1.
Under the assumption of normality of securities return,with the help of negative exponential utility function,we solve the problem of portfolio selection,which complies with the conclusion .
本文证明了基于CVaR约束下投资组合模型有效边界的上凸性,并在收益为正态分布的假定下,结合负指数效用函数,解决了投资组合的选择问题,求得具体的显示解,并得出与均值-方差模型相一致的结论。
6) applied effective coefrlcient
应用实效指数
补充资料：指数
指数
①表示一个数自乘若干次的数字，记在数的右上角，例如32，43， 6n，右角上的小数字2，3，n。②根据所测量值以表达不能精确测定值的公式。如*心指数。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条