JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
搜尋書籍內容
第 1 到 3 筆結果,共 32 筆
第 7 頁
... consider 5 different risk aversion coefficients : 0.1 , 0.5 , 1 , 3 , and 5. For the utility function of prospect theory in ( 6 ) , we consider the cases of λ = 2.25 and a = 0.3 , 0.5 , 0.7 , and 0.9 . We compute the rankings based on ...
... consider 5 different risk aversion coefficients : 0.1 , 0.5 , 1 , 3 , and 5. For the utility function of prospect theory in ( 6 ) , we consider the cases of λ = 2.25 and a = 0.3 , 0.5 , 0.7 , and 0.9 . We compute the rankings based on ...
第 21 頁
... consider when making environmental accident avoidance investments . In section 3 , we describe the data and the empirical equa- tions based on our theoretical model . In section 4 , we address some rele- vant econometric issues ...
... consider when making environmental accident avoidance investments . In section 3 , we describe the data and the empirical equa- tions based on our theoretical model . In section 4 , we address some rele- vant econometric issues ...
第 247 頁
... consider this spillover effect . An im- portant factor in the analysis consists in the externalities or spillovers in learning - by - doing from a foreign firm to a home firm . The inward output spillovers imply that , for instance ...
... consider this spillover effect . An im- portant factor in the analysis consists in the externalities or spillovers in learning - by - doing from a foreign firm to a home firm . The inward output spillovers imply that , for instance ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
2 個其他區段未顯示
其他版本 - 查看全部
常見字詞
analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility