Three Essays on Dynamic Asset Allocation: A BehavioralFinance Perspective
博士 === 國立臺灣大學 === 財務金融學研究所 === 97 === Abstract Chapter 1 proposes a general continuous-time stochastic volatility model, the stochastic volatility feedback (SVF) model, to investigate the empirical and economic importance of the leverage and volatility feedback e ects, both of which are the two main...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29834300341008747958 |