| 摘要: |
| 本文研究了风险偏好问题.利用简单市场模型,讨论了个人风险偏好和市场风险偏好,给出了两种风险偏好的数学定义,该定义具有自然直观的经济学意义. |
| 关键词: Black-Scholes模型 风险偏好 价格一致性系统 |
| DOI： |
| 分类号:O211.63 |
| 基金项目: |
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| CONSISTENT SYSTEM OF PRICES AND RISK PREFERENCE |
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GENG Mei-hua
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GENG Mei-hua (Dept. of Math. and System Sciences,National University of Defense Technology,Changsha 410073,China)
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| Abstract: |
| In this paper,we discuss the risk preference.By virtue of a simple market model,the individual risk preference and the market risk preference are discussed.The mathematical definition of each preference which has natural and intuitive economic meaning is given. |
| Key words: Black-Scholes model risk preference consistent system of prices |
