Quantile-Dependent Utility And Almost Lorenz Dominance For The Long Run

Thesis

Chen, Ti-Chia

Masters, 國立清華大學, 計量財務金融學系

2017

Abstract

隨機優佔

勞倫斯優佔

展望理論

stochastic dominance

Lorenz dominance

prospect theory

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Title: Quantile-Dependent Utility And Almost Lorenz Dominance For The Long Run
Translated title: Quantile-Dependent Utility And Almost Lorenz Dominance For The Long Run
Creators: Chen, Ti-Chia
Contributors: CHANG, JOW-RAN (Advisor)
Awarding Institution: 國立清華大學, 計量財務金融學系; Masters
Theses and Dissertations: Masters, 國立清華大學, 計量財務金融學系
Language: English
Resource Type: Thesis
Date published: 2018