File:Riskpremium2.png
Summary
Utility function of a risk-neutral person: CE - <a href="https://en.wikipedia.org/wiki/en:Certainty_equivalent" class="extiw" title="w:en:Certainty equivalent">Certainty equivalent</a>; E(U(W)) - <a href="https://en.wikipedia.org/wiki/en:Expected_value" class="extiw" title="w:en:Expected value">Expected value</a> of the utility (expected utility) of the uncertain payment; E(W) - Expected value of the uncertain payment; U(CE) - <a href="https://en.wikipedia.org/wiki/en:Utility" class="extiw" title="w:en:Utility">Utility</a> 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
Licensing
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File history
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 10:15, 5 January 2017 | | 360 × 320 (2 KB) | 127.0.0.1 (talk) | Utility function of a risk-neutral person: <b>CE</b> - <a href="https://en.wikipedia.org/wiki/en:Certainty_equivalent" class="extiw" title="w:en:Certainty equivalent">Certainty equivalent</a>; <b>E(U(W))</b> - <a href="https://en.wikipedia.org/wiki/en:Expected_value" class="extiw" title="w:en:Expected value">Expected value</a> of the utility (expected utility) of the uncertain payment; <b>E(W)</b> - Expected value of the uncertain payment; <b>U(CE)</b> - <a href="https://en.wikipedia.org/wiki/en:Utility" class="extiw" title="w:en:Utility">Utility</a> of the certainty equivalent; <b>U(E(W))</b> - Utility of the expected value of the uncertain payment; <b>U(W<sub>0</sub>)</b> - Utility of the minimal payment; <b>U(W<sub>1</sub>)</b> - Utility of the maximal payment; <b>W<sub>0</sub></b> - Minimal payment; <b>W<sub>1</sub></b> - Maximal payment |
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