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 51 筆
第 4 頁
... given by u ( x ) = - exp ( -bx ) , b > 0 ( 3 ) where b is the coefficient of constant absolute risk aversion ( CARA ) . The preference value in ( 1 ) can be approximated by the second - order Taylor series expansion of a given utility ...
... given by u ( x ) = - exp ( -bx ) , b > 0 ( 3 ) where b is the coefficient of constant absolute risk aversion ( CARA ) . The preference value in ( 1 ) can be approximated by the second - order Taylor series expansion of a given utility ...
第 33 頁
... given the rate of both consolidation and entry that occurred in many industries in the 1990s , and given that the company count and industry concentration data are available only in five - year increments , we felt that it would be far ...
... given the rate of both consolidation and entry that occurred in many industries in the 1990s , and given that the company count and industry concentration data are available only in five - year increments , we felt that it would be far ...
第 268 頁
... given W2 ( S2 ) : ― = π2 ( X2 , Y2 , L2 ; 81 ) — 82 · X2 – Y2 ( L2 ) · X2 - ( 27 ) The home government chooses subsidy level s2 , taking into account the home firm's output , x2 , and lobbying decision , L2 , as well as the response of ...
... given W2 ( S2 ) : ― = π2 ( X2 , Y2 , L2 ; 81 ) — 82 · X2 – Y2 ( L2 ) · X2 - ( 27 ) The home government chooses subsidy level s2 , taking into account the home firm's output , x2 , and lobbying decision , L2 , as well as the response of ...
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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