搜索结果: 1-2 共查到“财政学 optimization”相关记录2条 . 查询时间(0.033 秒)
Random Choice as Behavioral Optimization
Random Choice Behavioral Optimization
font style='font-size:12px;'>
2014/3/18
We develop a new model of random choice to study violations of the weak axiom of
revealed preference. We introduce the notion of a stochastic preference and show that it
implies the Luce model. Our ...
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity,filtering dynamic program-ming principle
font style='font-size:12px;'>
2010/4/27
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity modeli...