Get A More Precise Number of Risk Aversion Coefficient and the Effect of Changing the Utility Function
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === Previous papers change the covariance term of C-CAPM into FED and SED terms and assume the consumption and utility function to solve the numbers of risk aversion coefficients of each country by empirical data. This paper tries to use higher order expectation d...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50344157545410524658 |