In this short note, the author introduces a concept for the comparison of the risk aversion of different individuals, which is shown to be perfectly described by the measure of absolute risk aversion.
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美
释义
引入一种不同投资者对风险厌恶程度的比较概念,证明了这一比较概念可以由熟知的绝对风险厌恶水平来完整地刻划,从而说明这一概念的合理性.
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