Expected Utility, Prospect Theory and Asset Pricing

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Expected Utility, Prospect Theory and Asset Pricing


JR Norsworthy, R Gorener… - … 38th Annaul Meeting, 2004 - papers.ssrn.com

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关键词：Expected prospect Pricing Utility Pricin

Expected Utility, Prospect Theory and Asset Pricing

hy880121 发表于 2011-10-9 15:37
Expected Utility, Prospect Theory and Asset Pricing

Expected Utility, Prospect Theory and Asset Pricing

John Randolph Norsworthy
Rensselaer Polytechnic Institute (RPI) - Department of Finance and Accounting

Rifat Gorener
Roosevelt University; Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology

Richard E. Schuler
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology

Irvin W. Morgan Jr.
Rensselaer Polytechnic Institute

Ding Li
Northern State University - Department of Finance and Economics


August 30, 2003

Rensselaer Polytechnic Institute Financial Technology Working Paper No. 08-03-01

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