風險厭惡型 的英文怎麼說

中文拼音 [fēngxiǎnyàněxíng]
風險厭惡型 英文
risk-averse
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 厭 : 動詞1 （滿足） be satisfied 2 （因過多而不喜歡） be fed up with; be bored with; be tired of 3 （...
  • 惡 : 惡構詞成分。
  • 風險 : risk; hazard; danger
  • 厭惡 : detest; abhor; abominate; be disgusted with; antipathy; aversion; miso-
  1. In the 4th section we study the optimal consumption and portfolio wher e the stock price with mixed jump - diffusion process, and get the explicit solution of this problem with maximum expected uti1ity ( uti1ity function with constant coefficient and risk averseness ). in the 5th section of this thesis give an concrete example, consider optimal consumption and investment tactics with jump events, and get the optimal consumption and portfolios under maximize expected utility ( risk detesting utility function with constant coefficient etc. )

    第四章考慮了股票價格的動態過程基於復合跳躍? ?擴散過程下的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。第五章考慮了由於外部事件的影響導致股票價格的動態路徑出現跳躍時的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。
  2. In chapter two, the general model of the optimum investment, consumption and periodical insurance payable at death for life is discussed and its corresponding optimum control question is solved. the optimum strategy can be got through the corresponding hib ( hamilton - jacobi - bellman ) equation. as to the crra ( constant relative risk aversion ), a sort of utility function, indicatively, the optimum investment process, consumption process and the periodical insurance payable at death for life purchasing process can be gained with the feedback form

    第二章討論最優消費、投資、定期人壽死亡保險的一般模型，解決了對應的最優控制問題，最優策略可通過求解hjb （ hamilton一jaeobi一bellman ）方程得到，當效用函數為crra （常數相對風險厭惡）類型時，顯式地得到具有反饋形式的最優投資過程、消費過程及定期人壽死亡保險購買過程。
  3. Explicit solutions for the optimal consumption and portfolio of the hyperbolic absolute risk aversion function family

    雙曲型絕對風險厭惡函數的最優消費與投資組合的顯示解
  4. The dynamic asset allocation model under the downside - risk - averse framework is more reasonable and scientific and thus is more applicable in practice

    作者指出，下偏風險厭惡模型架下的動態資產配置模型在理論上具有更強的科學性和合理性，在實際應用上具有諸多優越之處。
  5. Based on the above background, at first, thesis analyzes the characteristics and risk in ship investment. secondly, it presents two kinds of utility function about risk - averse decision - makers. combining with bayes method, author set up ship investment risk evaluation model

    基於以上背景，本文首先分析了船舶投資的特點及投資項目所面臨的四類風險，結合效用理論給出兩種風險厭惡型投資者的效用函數，運用貝葉斯分析方法建立一種新的船舶投資風險模型。
  6. In regards to techniques employed in active asset allocation, the author found that models applied in asset allocation can be divided into the optimal mean - variance model and risk averse asset allocation model, according to their different risk levels, and they can also be divided into linear asset allocation model and non - linear asset allocation model according to whether the asset return follows a normal distribution

    關于積極資產配置的技術，作者研究結論認為，積極資產配置模型按對風險的不同測度標準可區分為，均值方差最優化框架下的資產配置模型和下偏風險厭惡框架下的資產配置模型兩類；按是否假定資產收益服從正態分佈，可區分為線性資產配置模型和非線性資產配置模型。
  7. 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。
  8. ( 3 ) we solve the model of portfolio by using evolutionary programming under the condition of the covariance matrix which is a non - positive matrix, design the methods which can solve markowitz ' s model and multifactor portfolio model. and we improve on markowitz ' s model, establish the optimal model under the conditions that the investor is risk - avoid or risk - like

    此外，本文對均值?方差模型進行了改進，得出了投資者為風險偏好或風險厭惡時的資產組合模型，設計了相應的進化規劃演算法，給出了算例，並比較了各模型的差異，分析了改進模型的意義。
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