hyperbolic absolute risk aversion造句

A utility function is said to exhibit hyperbolic absolute risk aversion if and only if the level of "'risk tolerance "'
The isoelastic utility function is a special case of the hyperbolic absolute risk aversion ( HARA ) utility functions, and is used in analyses that either include or do not include underlying risk.
Hyperbolic absolute risk aversion ( HARA ) is a feature of a broad class of von Neumann-Morgenstern utility functions for choice under risk, including the log and power utility functions dealt with above.
If investors have hyperbolic absolute risk aversion ( HARA ) ( including the power utility function, logarithmic function and the exponential utility function ), separation theorems can be obtained without the use of mean-variance analysis.
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