exponential utility造句
例句與造句
- This feature explains why the exponential utility function is considered unrealistic.
- Then under exponential utility, expected utility is given by:
- This portfolio example shows the two key features of exponential utility : tractability under joint normality, and lack of realism due to its feature of constant absolute risk aversion.
- Consider the portfolio allocation problem of maximizing expected exponential utility \ text { E } [-e ^ {-aW } ] of final wealth " W " subject to
- Though isoelastic utility, exhibiting constant " relative " risk aversion, is considered more plausible ( as are other utility functions exhibiting decreasing absolute risk aversion ), exponential utility is particularly convenient for many calculations.
- It's difficult to find exponential utility in a sentence. 用exponential utility造句挺難的
- If investors have hyperbolic absolute risk aversion ( HARA ) ( including the power utility function, logarithmic function and the exponential utility function ), separation theorems can be obtained without the use of mean-variance analysis.