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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/74900651566361254231 |