Essays on statistical economics with applications to financial market instability, limit distribution of loss aversion, and harmonic probability weighting functions
This dissertation is comprised of four essays. It develops statistical models of decision making in the presence of risk with applications to economics and finance. The methodology draws upon economics, finance, psychology, mathematics and statistics. Each essay contributes to the literature by eith...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2016
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| Online Access: | http://hdl.handle.net/11427/20949 |