Scales effect for CPT_SSD rules

碩士 === 義守大學 === 財務金融學系碩士班 === 96 === The Cumulative Prospect Theory (CPT) substitutes the traditional utility function with S-styled value function and proposes the Weight function to reflect the subjective probability of investors in the stock market. Under those settings, it is more accurate at ob...

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Bibliographic Details
Main Authors: Wan-ling Chen, 陳宛靈
Other Authors: Cheng-fang Hu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/46284752593454457638