The Optimal Solution under Cumulative Prospect Theory
碩士 === 國立高雄大學 === 統計學研究所 === 95 === A fundamental problem in the financial mathematics is to find out an optimal strategy for the investment. And the most used setting to discuss the optimal investment is the expected utility optimization. But we find that there are some shortages in expected utilit...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/87935342235866118479 |