risk aversion investor 中文意思是什麼
risk aversion investor
解釋
逃避風險的投資者-
Result shows, the uncertainty of parameter leads to negative ( positive ) investment horizon effects when investor ' s risk aversion is more ( less ) than that of logarithmic utility ; the effects of parametric uncertainty will weaken when investor uses more past data in his estimation, or when his risk aversion increases ; the effect of the first order moment ' s uncertainty is stronger than that of the second order moment ' s uncertainty
研究表明，當投資者的風險規避程度大於（小於）對數效用時，參數不確定性將導致負（正）的投資期效應；當投資者在估計過程中運用較多的歷史數據、或者風險規避程度增加時，參數不確定性的影響將減弱；收益一階矩的不確定性影響較其二階矩強。 -
Despite this, the market volatility in asian and emerging markets saw investor ' s risk aversion rise sharply and selling pressures take hold, leaving the ftse 100 index 0. 5 % lower
即便如此，亞洲和新興市場的股市震蕩讓投資者的風險意識急速提升，拋售壓力佔了主導地位，金融時報100指數下跌0 . 5 % 。 -
Furthermore, the thesis is useful in the further explanation of investor ' s behaviors and the understanding of the characteristics of investor ' s risk - aversion, and it can proffer theoretical for macro - control of the capital market
同時本論文還有利於深入解釋投資者的行為、理解投資者風險厭惡的特性。另一方面，本論文的結論可以為資本市場的宏觀調控提供理論支持。 -
On along using two assumptions in portfolio theory : market efficient and investors are risk - aversion, this thesis constructs a multi - cycle portfolio model and works out the investor ' s investment strategy, with the analysis of investor ' s risk preference and the function of investor ' s risk - aversion and making use of dynamic programming optimization method
在沿用了標準資產組合理論市場有效率和投資者風險厭惡型條件與假設的基礎上，構造了一個多周期的資產組合模型，通過對投資者的風險偏好的分析，結合投資者的風險厭惡函數，利用動態規劃的優化方法得出了投資者的最優選擇策略。 -
Risk aversion investor
逃避風險的投資者
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