摘要
基于求解非风险中立者的随机存贮策略的复杂性， 本文研究了随机存贮策略与绝对风险回避系数的关系，得到了一种基于绝对风险回避系数求解随机存贮策略的间接方法。
Due to the difficult of solving the stochastic storage strategy of non-risk neutral, the relationship between the stochastic storage strategy and the absolute risk aversion coefficient was been studied, We suggest a new indirect method to solve the stochastic storage strategy, this method is based on the absolute risk aversion coefficient.
出处
《工业工程》
1999年第4期23-25,39,共4页
Industrial Engineering Journal
关键词
存贮
风险决策
风险回避系统
随机存贮策略
storage
risk decision
expected utility
absolute risk aversion coefficient
