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1 вогнутая функция полезности
функция полезности, квазилинейная — quasilinear utility function
функция полезности, логарифмическая — logarithmic utility function
функция полезности, непрерывная — continuous utility function
Russian-English Dictionary "Microeconomics" > вогнутая функция полезности
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2 портфель активов
portfolio of assets; asset portfolioПолезность владения портфелем активов тогда имеет вид … — The utility of holding a portfolio of assets is then …
Функция полезности для портфелей, определённая на RN+, также является возрастающей, непрерывной и вогнутой. — The utility function for portfolios, defined on RN+, is also increasing, continuous, and concave.
Таким образом, для любой реализации z случайной отдачи портфель индивида (α,β) приносит выгоду αz + β. — Thus, for any realization z of the random return, the individual's portfolio (α,β) pays αz + β.
Отметим, в частности, каким образом несклонность к риску приводит к выпуклой карте безразличия для портфелей. — Observe, in particular, how risk aversion leads to a convex indifference map for portfolios.
Russian-English Dictionary "Microeconomics" > портфель активов
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