Risk, Return, and Utility
找出与风险-回报解释兼容的效用函数族，并推导出与效用一致的风险度量，帮助理解风险决策中的效用理论。
Expected utility theory is widely acknowledged to be a rational approach to making decisions involving risk. Yet the methodology gives no explicit role to measures of risk and return. In this paper we identify those families of utility functions that are compatible with a risk-return interpretation. From these families we deduce utility-compatible measures of risk.