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 3 頁
... expected utility functions . Previous studies jus- tify mean - variance analysis only in the context of expected utility theory by demonstrating the excellent empirical performance of the mean - variance approximations to two of the ...
... expected utility functions . Previous studies jus- tify mean - variance analysis only in the context of expected utility theory by demonstrating the excellent empirical performance of the mean - variance approximations to two of the ...
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 ...
第 15 頁
... Expected Utility , " American Economic Review , 84 ( 3 ) , 1994 , 713-719 . Johnson , N. L. , " System of Frequency Curves Generated by Method of Translation , " Biometrika , 36 ( 1/2 ) , 1949 , 149-176 . Kahneman , D. , and A. Tversky ...
... Expected Utility , " American Economic Review , 84 ( 3 ) , 1994 , 713-719 . Johnson , N. L. , " System of Frequency Curves Generated by Method of Translation , " Biometrika , 36 ( 1/2 ) , 1949 , 149-176 . Kahneman , D. , and A. Tversky ...
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analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility