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 54 筆
第 2 頁
... mean - variance analysis is perhaps the most familiar approach in modern finance theory . Regarding mean - variance analysis in the context of decision - making under uncertainty , one important issue has been its consistency within the ...
... mean - variance analysis is perhaps the most familiar approach in modern finance theory . Regarding mean - variance analysis in the context of decision - making under uncertainty , one important issue has been its consistency within the ...
第 3 頁
... mean and variance of each distribution . In other words , the mean - variance approximation is empirically consistent with the corresponding expected utility model even without the restrictive sufficiency condition . To our knowledge ...
... mean and variance of each distribution . In other words , the mean - variance approximation is empirically consistent with the corresponding expected utility model even without the restrictive sufficiency condition . To our knowledge ...
第 11 頁
... Mean - Varinace Model in Portfolio Selection In the previous section , we have shown that mean - variance approx- imations may provide poor performance in ranking random returns . However , it does not necessarily mean that the mean ...
... Mean - Varinace Model in Portfolio Selection In the previous section , we have shown that mean - variance approx- imations may provide poor performance in ranking random returns . However , it does not necessarily mean that the mean ...
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