偏好参数

方差

偏度

VaR

正弦熵

模型

${\displaystyle \sum _{i=1}^n{\lambda }_i}=1$

P

P

P

P

模型I

${\lambda }_4=0$

${\displaystyle \sum _{i=1}^n{\lambda }_i}=1$

P

P

P

模型II

${\lambda }_1=0$

${\displaystyle \sum _{i=1}^n{\lambda }_i}=1$

P

P

P

模型III