负指数效用函数,negative exponential utility function
1)negative exponential utility function负指数效用函数
1.Under the assumption of normality of securities return,with the help ofnegative 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。
英文短句/例句
1.Two Methods of Optimal Portfolio Investment with Negative Exponential Utility Function and their Consistency;负指数效用函数最优组合的两种解法及其一致性
2.is the value of the function, a nonnegative number用于指数分布函数计算的区间点，非负数值
3.Control of Beam Halo-chaos by Negative Exponent Function负指数函数控制器实现束晕-混沌的有效控制
4.Revenue malmquist index based on utility function;基于效用函数的收益型Malmquist指数
5.Revenue Malmquist Index Analysis Based on Directional Technology Distance Function and Utility Function;基于定向技术距离函数和效用函数的收益型Malmquist指数研究
6.On the Nonexistence of the Utility Function, Demand Functions and Klein Index for Poverty-stricken Consumers;论贫困消费者的效用函数、需求函数及克莱茵指数的不存在性
7."Family Production Function": an extended utility model;“家庭生产函数”:效用函数的一个拓展
8.ESS Model of Negative Index Fitness Function;负指数适合度函数的进化稳定策略模型
9.scaling of multiplicative utility functio积性效用函数的度量
10.assessment of additive utility function可加效用函数的评估
11.An exponential function is one in which the variable appears in an exponent.指数函数是指数中出现变量的函数。
12.A Method of Using Function Pointer to Reuse Sorring Function in C++C++中一种基于函数指针重用排序函数的方法
13.Hedonic Price Indexes for Personal Computer;用Hedonic函数估计中国PC机价格指数
14.Calculation and Application of Demand Funetion under Utility Function;基于效用函数下的需求函数的计量方法及应用
15.The logarithmic function is defined as the inverse of the exponential function.对数函数是作为指数函数的反函数来定义的。
16.g-Functions, Weak Base g-Functions and Applications of Cardinal Functions;g-函数，弱基g-函数及基数函数的应用
17.Unbiased Estimation and Application of Parameters of Powerand Exponential Functions;幂函数和指数函数回归模型参数的无偏估计及应用
18.Application of Excel Function in Data Validation SetExcel函数在数据有效性设置中的应用
相关短句/例句
exponential utility function指数效用函数
1.Under the conditions of power law utility function andexponential 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, anexponential 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。
3)negative exponential function负指数函数
1.Aiming at the influence of the gross error to the estimated value of the parameter, when determining the undetermined parameters in thenegative exponential function using weighted least square method, the paper presents the robust solution of the undetermined parameters.该文针对在用加权最小二乘法确定负指数函数中待定参数时，粗差对参数估值的影响，提出了待定参数的抗差解法，并通过实例证明了这一方法的有效性。
4)Linear plus exponential utility function线性加指数效用函数
5)utility function效用函数
1.Utility Function Applied in Cost Optimization of Oil Gas Pipeline Integrity Maintenance;管道完整性维护费用的效用函数优化方法
2.Spotbeam handover scheme for LEO satellite mobile communication systems by usingutility function;基于效用函数的LEO卫星移动通信系统波束切换
3.Worst-Case Index based on Utility Function;基于效用函数的Worst-Case公平性指数
6)effective function效用函数
1.First, a new kind ofeffective function is proposed, by which the decision making matrix with different dimensions and different kinds of indexes is changed uniformly into effective matrix.根据所提出的效用函数 ,将决策矩阵归一化到相应的效用矩阵。
延伸阅读
冯·纽曼--摩根斯坦效用函数冯%26#183;纽曼--摩根斯坦效用函数：这一函数表示决策人为一局赌博的每种可能的结果所赋予的效用，它说明了决策者对风险的偏好。
