utility function
- utility function的基本解释
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[计] 应用函数, 实用程序功能
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This paper presents the portfolio selection problem of two-attribute money and creates a model of portfolio selection based on two-attribute money, which can both contain the existing portfolio models and overcome the above-mentioned deficiencies. A series of new concepts is put forward, such as, holding wealth, obtainable wealth, short-term utility function, short-term expectation-variance utility function, state-expectation-variance utility function, short-term expectation-variance utility curve, long-term expectation-variance utility curve, margin utility contribution force, additional contribution force, profit-risk exchange rate and optimal portfolio expansion curve; The state-expectation-variance analytical method is developed from the expectation-variance analytical method; A set of systematic theories concerning two-attribute portfolio selection is thus established.
本文提出了两属性货币的证券组合选择问题;创建了既能包含现有证券组合选择模型又能克服上述两点不足的两属性证券组合选择模型;提出了持有财富、可获财富,短期效用函数,短期期望—方差效用函数、状态—期望—方差效用函数,短期期望—方差效用曲线、长期期望—方差效用曲线,边际效用贡献力,附加贡献力,收益—风险替换率,最优证券组合扩展线等一系列新概念;把期望—方差分析方法发展成状态—期望—方差分析方法;建立了两属性证券组合选择模型的一套系统的理论。
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Chapter six presents such new concepts as margin utility contribution force, profit-risk exchange rate, state-expectation-variance utility function, long-term expectation-variance utility curve and optimal portfolio expansion curve. The state-expectation-variance analytical method is developed from the expectation-variance analytical method. The changing rate of profit-risk exchange rate to state variable is used to define and distinguish the decreasing, constant and increasing relative risk aversion. A decomposition formula about the margin contribution force of holding wealth to state-expectation-variance utility function is displayed. The decomposition formula demonstrates that the contribution force of investors' holding wealth to their utility is composed of the pure contribution force of holding wealth and the investment contribution force bronght about through investment portfolio.
第六章提出了边际效用贡献力、收益—风险替换率、状态—期望—方差效用函数、长期期望—方差效用曲线、最优证券组合扩展线等新概念;把期望—方差分析方法发展成状态—期望—方差分析方法;用收益—风险替换率对状态变量ω的变化率来定义和区分递减、定常、递增相对风险厌恶;获得了持有财富对状态—期望—方差效用函数的边际贡献力的分解式,该分解公式表明投资者的持有财富对他的效用的贡献力由持有财富本身的纯贡献力和持有财富通过投资证券组合所产生的投资贡献力所组成。
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Innovation achievements of this dissertation are mainly in the content and the method, namely: presents the content of EAP thoroughly and systematically; reviews the cost, utility and empirical studies of EAP; investigates the cost and utility of EAP theoretically, conducts the typical survey of the EAP implementation of a domestic enterprise; establishes multivariate linear regression equation of EAP utility; sets up an allocation model of EAP cost through Analytic Hierarchy ProcessThis dissertation\'s conclusion is that EAP cost is related to the time and frequency of EAP used by employee under the fixed cost, the tendency of using EAP is related to demographic characteristics and other factors, the utility of EAP is related to the personal preference of using EAP at least, the utility of EAP is leastwise related to 7 factors, the relationship with the supervisor is the most important factor in the workplace, personal health is the largest part of EAP cost.
本文的创新成果主要是内容上的创新和方法上的创新:对EAP的内容进行了全面、系统的梳理;对EAP的成本、效用和实证研究进行了综述;对EAP的成本、效用进行了理论上的探讨;对国内企业实施EAP的情况进行了典型调查;建立了EAP效用的多元线性回归方程;用层次分析法建立了EAP的成本分摊模型。本文得出的结论是:在固定成本不变的情况下,EAP的成本与员工使用EAP的时间及次数有关系;EAP的使用倾向与人口统计学特征和其它因素有关;EAP的效用至少与个人对EAP的使用偏好有关;EAP的效用至少与7个因素相关;与上级的关系是工作场所中最重要的因素;个人的身体健康是EAP成本中花费最大的部分。
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utility function:效用函数
与以往经济理论中的"效用函数"(utility function)相比,值函数有三个重要的特征. 经典的生命周期假说和持久收入假说是凯恩斯以后消费函数理论最重要的发展,但他们的理论是建立在完全理性人的假设之上的. 例如,生命周期假说就认为:人总是能够深谋远虑,
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utility function:实用功能
utility device 实用设备 | utility function 实用功能 | utility program 实用程序
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utility function:効用関数
utility 公益事業,ユーティリティ | utility function 効用関数 | utility generation 事業用発電
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utility function:利用函数
utility curve 利用价值曲线 | utility function 利用函数 | utility room 杂用室
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multi-attributive utility function:多属性效用函数
modularization 模块化 | multi-attributive utility function 多属性效用函数 | multicriteria 多重判据
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