Characteristics of investors’ risk preference for stock markets | |
Wen, Fenghua*; He, Zhifang; Dai, Zhifeng; Yang, Xiaoguang | |
刊名 | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
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2014 | |
卷号 | 48期号:3页码:235-254 |
关键词 | GARCH-M Model Prospect theory Risk preference |
ISSN号 | 0424-267X |
URL标识 | 查看原文 |
WOS记录号 | WOS:000342328700013 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3315164 |
专题 | 中南大学 |
作者单位 | 1.[Wen, Fenghua 2.He, Zhifang] Cent S Univ, Sch Business, Changsha, Hunan, Peoples R China. |
推荐引用方式 GB/T 7714 | Wen, Fenghua*,He, Zhifang,Dai, Zhifeng,et al. Characteristics of investors’ risk preference for stock markets[J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH,2014,48(3):235-254. |
APA | Wen, Fenghua*,He, Zhifang,Dai, Zhifeng,&Yang, Xiaoguang.(2014).Characteristics of investors’ risk preference for stock markets.ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH,48(3),235-254. |
MLA | Wen, Fenghua*,et al."Characteristics of investors’ risk preference for stock markets".ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 48.3(2014):235-254. |
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