期望效用函数存在定理是期望效用理论中最重要的定理。
The existence theorem of expected utility function was the most important conclusion in expected utility theory.
该方法既克服了期望值-差法和夏普指数法的不足,又在一定程度上避免了效用函数构造的困难。
The new method has overcomed the shortcomings of the Expectation-Variance method and Sharpe's Index method, and avoids the inconvenience of constructing utility function to a certain extent as well.
而且期望效用理论基于一组公理,从而保证效用函数的存在性和正线性变换意义下的唯一性。
And the expected utility theory is based on a set of axioms that assure the existence and uniqueness (up to a positive affine transformation) of utility for all real probability.
Of course, we will also be talking about behavioral finance in this course and we'll, at times, be saying that the utility function concept isn't always right-- the idea that people are actually maximizing expected utility might not be entirely accurate.
当然 我们还会,在这门课上讨论行为金融学,并且,我们会间或,讨论到效用函数不总是正确的,人们希望最大化期望效用的观点,也许并不是完全准确的
应用推荐