摘要
本文通过对风险厌恶模型解的性态分析 ,揭示了风险厌恶度的经济意义 ,并由此给出了确定最佳证券组合一种新方法———几何法 ,该方法较传统的无差异曲线法简单直观 。
The economical meaning of risk aversion degree is presented and a new method,called geometric method,to determine an optimal portfolio is given by means of study the solutions of the risk aversion model.This method is simpler and clearer than the classical no difference curve method.
出处
《淮北煤师院学报（自然科学版）》
2000年第2期12-15,共4页
Journal of Huaibei Teachers College(Natural Sciences Edition)
