Conditions for Cumulative Prospect Stochastic Dominance in Securities Market with Riskfree Asset

碩士 === 義守大學 === 財務金融學系碩士班 === 94 === Stochastic Dominance (SD) constructed on expected utility theory. It is enough to explain to rational investors how to select stocks. Only the financing behavior of Cumulative Prospect Theory (CPT) reflects investors even more in theory. After joining the SD rule...

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Bibliographic Details
Main Authors: Yi-miao Liu, 劉怡妙
Other Authors: Wen-Kuei Chen
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/44834352930523029462