File:Riskpremium3.png
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Riskpremium3.png (360 × 320 pixels, file size: 2 KB, MIME type: image/png)
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[edit]DescriptionRiskpremium3.png |
English: Utility function of a risk-affine (risk-loving) person:
CE - Certainty equivalent; E(U(W)) - Expected value of the utility (expected utility) of the uncertain payment; E(W) - Expected value of the uncertain payment; U(CE) - Utility of the certainty equivalent; U(E(W)) - Utility of the expected value of the uncertain payment; U(W0) - Utility of the minimal payment; U(W1) - Utility of the maximal payment; W0 - Minimal payment; W1 - Maximal payment; RP - Risk premium
Deutsch: Nutzenfunktion einer risikoaffinen (risikoliebenden) Person:
CE - Sicherheitsäquivalent; E(U(W)) - Erwartungswert des Nutzens (erwarteter Nutzen) der unsicheren Auszahlung; E(W) - Erwartungswert der unsicheren Auszahlung; U(CE) - Nutzen des Sicherheitsäquivalents; U(E(W)) - Nutzen des Erwartungswerts der unsicheren Auszahlung; U(W0) - Nutzen der minimalen Auszahlung; U(W1) - Nutzen der maximalen Auszahlung; W0 - Minimale Auszahlung; W1 - Maximale Auszahlung; RP - Risikoprämie |
Date | |
Source | Own work |
Author | Qniemiec |
See also: Risk-aversion: File:Riskpremium1.png Risk-neutrality: File:Riskpremium2.png
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[edit]I, the copyright holder of this work, hereby publish it under the following license:
This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication. | |
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.
http://creativecommons.org/publicdomain/zero/1.0/deed.enCC0Creative Commons Zero, Public Domain Dedicationfalsefalse |
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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 23:45, 18 May 2011 | 360 × 320 (2 KB) | Qniemiec (talk | contribs) | Line removed | |
10:54, 18 May 2011 | 360 × 320 (2 KB) | Qniemiec (talk | contribs) | Background added | ||
00:37, 23 April 2011 | 360 × 320 (2 KB) | Qniemiec (talk | contribs) | {{Information |Description ={{en|1=Utility function of a risk-affine (risk-loving) person: CE - Certainty equivalent<br/> E(U(W)) - Expected value of the utility (expected utility) of the uncertain |
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11 April 2011
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