摘要
本文从风险偏好的假设出发 ,讨论了风险偏好的合理性 ,分析了风险偏好条件下的最优投资组合的决定 ,并给出了该条件下的风险定价公式及其经验意义。
Starting Based on the assumption and the rationality of risk preference, this thesis analyses of the decision about opimal investment portfolios under the risk preference and has brought forth a risk pricing formula and a discussion of its practical significance.
出处
《预测》
CSSCI
2000年第1期71-73,65,共4页
Forecasting
