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单词 certainty_equivalent_return
释义
Certainty Equivalent Return
The certain (zero risk) return an investor would trade for a given (larger) return with an associated risk. For example, a particular investor might trade an uncertain expected 4% active return with 6% risk, for a certain active return of 1.5%. Used as a way to incorporate individual investor risk tolerances into financial decisions.
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更新时间:2025/1/22 19:05:43