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风险中性

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风险中性(英語:Risk-neutral measure)指在投资中,既无风险回避,也无风险寻求的一种偏好。例如投资产品折现损益相同时,投资者对风险资产无风险资产偏好中立。[1][2]

参考来源

  1. ^ Sandmo, Agnar. "On the theory of the competitive firm under price uncertainty," American Economic Review 61, March 1971, 65-73.
  2. ^ Risk-Neutral Probabilities: Definition and Role in Asset Value. Investopedia. 2021-12-31 [2024-01-12]. (原始内容存档于2024-01-01). 页面存档备份,存于互联网档案馆