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发帖数: 5754 | 1 【 以下文字转载自 Economics 讨论区 】
发信人: littletshirt (小仙鹤), 信区: Economics
标 题: help: calibrating utility function & risk aversion index for utility function
发信站: BBS 未名空间站 (Thu Mar 4 02:30:09 2010, 美东)
when using expected utility to select optimal portfolio choice, how do I
determine the function form & risk aversion / temporal discount to fit the
representative investor? reference articles are highly appreciated.
many thanks. |
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