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 26 筆
第 11 頁
... Selection In the previous section , we have shown that mean - variance approx- imations may provide poor performance in ... selected not from the mean - variance efficient frontier but from all feasible portfolios . We implement this ...
... Selection In the previous section , we have shown that mean - variance approx- imations may provide poor performance in ... selected not from the mean - variance efficient frontier but from all feasible portfolios . We implement this ...
第 71 頁
... Selected Writings on Futures Mar- kets , Vol . 2 , edited by A. Peck , Chicago Board of Trade , Chicago , 1975 , 237-250 . Rausser , G. and R. Just , " Agricultural Commodity Price Forecasting Accuracy : Futures Markets Versus ...
... Selected Writings on Futures Mar- kets , Vol . 2 , edited by A. Peck , Chicago Board of Trade , Chicago , 1975 , 237-250 . Rausser , G. and R. Just , " Agricultural Commodity Price Forecasting Accuracy : Futures Markets Versus ...
第 179 頁
... selection criteria . As pointed out in Teräsvirta ( 1994 ) , SIC sometimes leads to too parsimonious a model in the sense that the estimated residuals of the selected model are not free from serial correlation . Based on the FPE ...
... selection criteria . As pointed out in Teräsvirta ( 1994 ) , SIC sometimes leads to too parsimonious a model in the sense that the estimated residuals of the selected model are not free from serial correlation . Based on the FPE ...
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