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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/46284752593454457638 |