Agent-based Modeling to Investigate the Disposition Effect in Financial Markets

碩士 === 元智大學 === 企業管理學系 === 95 === While the traditional models in economics assume that investors are rational utility maximizers, an investor’s real action usually deviates from what is predicted by the theory in question. One of the behavioral patterns arising from this line is the disposition eff...

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Bibliographic Details
Main Authors: Hui-Lung Huang, 黃暉隆
Other Authors: 林希偉
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/74900651566361254231