Comparison of Optimization in the Sense of Expected Utility Theory and Cumulative Prospect Theory
碩士 === 國立交通大學 === 應用數學系所 === 97 === In this thesis, our main point is that compare the optimal strategy in the sense of expected utility theory and cumulative prospect theory. Moreover, we suppose that there exist two kind of market model: A model without transaction cost and a model with transactio...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/15171369727503523839 |