風險中性(英語:Risk-neutral measure)指在投資中,既無風險迴避,也無風險尋求的一種偏好。例如投資產品折現損益相同時,投資者對風險資產無風險資產偏好中立。[1][2]

參考來源

編輯
  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]. (原始內容存檔於2024-01-01). 頁面存檔備份,存於互聯網檔案館