원문정보
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목차
Abstract
1. Introduction
2. Research Design
2.1. The Cumulative Prospect Theory
2.2. The Dynamic Cumulative Prospect Value of the Hedging
2.3. The Risk Constraint of the Hedging
2.4. The Behavioral Hedging Model based on the Dynamic Cumulative Prospect Value
3. Empirical Method
3.1. Sample Selection
3.2. Estimation Method
4. Result Analysis
4.1. The Hedging Model Comparison
4.2. The Comparison among Different Hedging Models
5. Conclusion
References
1. Introduction
2. Research Design
2.1. The Cumulative Prospect Theory
2.2. The Dynamic Cumulative Prospect Value of the Hedging
2.3. The Risk Constraint of the Hedging
2.4. The Behavioral Hedging Model based on the Dynamic Cumulative Prospect Value
3. Empirical Method
3.1. Sample Selection
3.2. Estimation Method
4. Result Analysis
4.1. The Hedging Model Comparison
4.2. The Comparison among Different Hedging Models
5. Conclusion
References
키워드
저자정보
참고문헌
자료제공 : 네이버학술정보