strictly concave function
- strictly concave function的基本解释
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严格凹函数
- 更多网络例句与strictly concave function相关的网络例句 [注:此内容来源于网络,仅供参考]
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Properties of efficient portfolios and the efficient frontier to the model are systematically analyzed. Our main results concerning the properties are: every efficient portfolio can be solved by minimizing portfolio risk under a given level of portfolio return or by maximizing portfolio return under a given level of portfolio risk; on the efficient frontier, the risk is a convex and strictly increasing function of the return and the return is a concave and strictly increasing function of the risk; the utility function on the efficient frontier can be expressed as a quasi-concave function of the risk or the return if the investor's utility function is quasi-concave.
从理论上系统地对该模型下的有效投资组合和有效前沿的性质进行了分析,结果表明:每一个有效投资组合可通过在给定期望收益水平的条件下最小化投资组合风险来获得,或者在给定风险水平的条件下最大化期望投资组合收益来获得;在有效前沿上,风险是收益的严格单调递增凸函数,收益是风险的严格单调递增凹函数;当投资者的效用函数是拟凹函数时,则有效前沿上的效用可表达成风险或收益的拟凹函数。
- 更多网络解释与strictly concave function相关的网络解释 [注:此内容来源于网络,仅供参考]
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strictly concave function:严格凹函数
strict upper bound 严格上界 | strictly concave function 严格凹函数 | strictly convex function 严格凸函数
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strictly concave function:绝对凹函数
"应力-应变曲线","stress-strain curve" | "绝对凹函数","strictly concave function" | "绝对凸函数","strictly convex function"