Risk Preference, Forecasting Accuracy and Survival Dynamics:Simulations Based on a Multi-Asset Agent-Based Artificial Stock Market
風險偏好與預測精確性對生存力的重要性吸引進來許多理論學者的注意。一個極端是認為風險偏好完全不重要，唯一重要是預測精確性。然而此乃基於柏拉圖最適配置之下。透過代理人基模型，我們發現相異的結果，即風險偏好在生存力上扮演重要角色。 === The relevance of risk preference and forecasting accuracy to the survival of investors is an issue that has recently attracted a number of recent theoretical studies. At one extreme,...
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| Language: | 英文 |
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國立政治大學
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| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0882585022%22. |