最优交易规模的游戏与有利的赔率:股票市场

ERN: Behavioral Finance (Microeconomics) (Topic) Pub Date : 2016-11-25 DOI:10.2139/SSRN.2875682

Victor Haghani, Andrew S. Morton

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引用次数: 1

摘要

在这篇短文中，我们向投资者展示了一种计算理想投资规模的方法，即基于个人风险厌恶的简单概述，使用两条经验法则。我们用涉及投掷硬币和番茄酱薯条的思维实验来说明这两个不被广泛认可的启发式，我们希望这些实验能使这些结果在阅读本文后易于回忆和应用。最后，我们提出了这个简单框架可以用来探索的其他问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

In this short note, we show investors one way to calculate ideal investment sizing by using two rules of thumb based on a simple outline of individual risk aversion. We illustrate these two heuristics, which are not widely appreciated, with thought experiments involving coin flips and ketchup & French fries, which we hope will make these results easy to recall and apply well after reading this note. We conclude by posing other questions that this simple framework can be used to explore.

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来源期刊

ERN: Behavioral Finance (Microeconomics) (Topic)

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