JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 59 筆
第 2 頁
... expected return and variance , could the investor achieve almost maximum expected utility ? " In addressing this question , Levy and Markowitz ( 1979 ) justify the mean - variance model by demonstrating the excellent empirical ...
... expected return and variance , could the investor achieve almost maximum expected utility ? " In addressing this question , Levy and Markowitz ( 1979 ) justify the mean - variance model by demonstrating the excellent empirical ...
第 3 頁
... expected utility model even without the restrictive sufficiency condition . To our knowledge , the empirical nature of mean - variance approxima- tions has been tested only in the framework of expected utility theory . In this article ...
... expected utility model even without the restrictive sufficiency condition . To our knowledge , the empirical nature of mean - variance approxima- tions has been tested only in the framework of expected utility theory . In this article ...
第 5 頁
... expected utility theory . This is mainly because expected utility theory has been the dominant paradigm of decision - making under risk . However , empirical studies dating from early 1950s have revealed a variety of systematic patterns ...
... expected utility theory . This is mainly because expected utility theory has been the dominant paradigm of decision - making under risk . However , empirical studies dating from early 1950s have revealed a variety of systematic patterns ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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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