Optimal growth under loss aversion:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2005
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IV, 75 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | OPTIMAL GROWTH UNDER LOSS AVERSION DISSERTATION DER
WIRTSCHAFTSWISSENSCHAFTLICHEN FAKULTAT DER UNIVERSITAT ZURICH ZUR
ERLANGUNG DER WURDE EINES DOKTORS DER OKONOMIE VORGELEGT VON RINA
ROSENBLATT-WISCH VON LENGNAU AG GENEHMIGT AUF ANTRAG VON PROF. DR.
THORSTEN HENS PROF. DR. JOSEF ZWEIIMILLER CONTENTS ACKNOWLEDGMENTS I 1
INTRODUCTION 1 1.1 OVERVIEW 1 1.2 INTRODUCTION TO NEOCLASSICAL GROWTH
MODELS 4 1.2.1 THE MODEL OF SOLOW AND SWAN 4 1.2.2 THE
CASS-KOOPMANS-RAMSEY MODEL 7 1.3 A SHORT INTRODUCTION TO PROSPECT THEORY
9 1 CONSUMPTION PATHS UNDER PROSPECT UTILITY IN AN OP- TIMAL GROWTH
MODEL 11 2 CONSUMPTION PATHS UNDER PROSPECT UTILITY 13 2.1 ABSTRACT 13
2.2 INTRODUCTION 13 2.3 THE MODEL 14 2.4 A NUMERICAL EXAMPLE 16 2.5 BOND
PRICES 20 2.6 CONCLUSION 21 2.7 APPENDIX 21 II OPTIMAL CAPITAL
ACCUMULATION IN A STOCHASTIC GROWTH MODEL UNDER LOSS AVERSION 23 3
CAPITAL ACCUMULATION UNDER LOSS AVERSION 25 3.1 ABSTRACT 25 3.2
INTRODUCTION 25 3.3 DETERMINISTIC NEOCLASSICAL GROWTH MODELS 27 3.3.1
SOLOW IN A NUTSHELL 27 3.3.2 A RAMSEY MODEL UNDER CERTAINTY 28 3.4
STOCHASTIC GROWTH MODELS 30 3.4.1 GENERAL SETTINGS OF A STOCHASTIC
RAMSEY GROWTH MODEL . 30 3.4.2 EXPECTED UTILITY FRAMEWORK 33 3.4.3
PROSPECT THEORY FRAMEWORK 34 3.5 CONCLUSION 43 3.6 APPENDIX 44 3.6.1
DERIVATION OF THE TIME-DISCRETE STOCHASTIC EULER EQUA- TION IF
CONSUMPTION IS TIME-SEPARABLE 44 3.6.2 DERIVATION OF THE TIME-DISCRETE
STOCHASTIC EULER EQUA- TION IF CONSUMPTION IS NOT TIME-SEPARABLE 45 III
LOSS AVERSION IN AGGREGATE MACROECONOMIC TIME SERIES 47 4 LOSS AVERSION
IN TIME SERIES 49 4.1 ABSTRACT 49 4.2 INTRODUCTION 49 4.3 THE MODEL 50
4.3.1 A PROSPECT UTILITY FUNCTION 50 4.4 GMM ESTIMATION RESULTS AND
TESTING FOR OVERIDENTIFICATION ... 58 4.5 CONCLUSION 65 BIBLIOGRAPHY 67
LIST OF FIGURES 71 LIST OF TABLES 73
|
| adam_txt |
OPTIMAL GROWTH UNDER LOSS AVERSION DISSERTATION DER
WIRTSCHAFTSWISSENSCHAFTLICHEN FAKULTAT DER UNIVERSITAT ZURICH ' ZUR
ERLANGUNG DER WURDE EINES DOKTORS DER OKONOMIE VORGELEGT VON RINA
ROSENBLATT-WISCH VON LENGNAU AG GENEHMIGT AUF ANTRAG VON PROF. DR.
THORSTEN HENS PROF. DR. JOSEF ZWEIIMILLER CONTENTS ACKNOWLEDGMENTS I 1
INTRODUCTION 1 1.1 OVERVIEW 1 1.2 INTRODUCTION TO NEOCLASSICAL GROWTH
MODELS 4 1.2.1 THE MODEL OF SOLOW AND SWAN 4 1.2.2 THE
CASS-KOOPMANS-RAMSEY MODEL 7 1.3 A SHORT INTRODUCTION TO PROSPECT THEORY
9 1 CONSUMPTION PATHS UNDER PROSPECT UTILITY IN AN OP- TIMAL GROWTH
MODEL 11 2 CONSUMPTION PATHS UNDER PROSPECT UTILITY 13 2.1 ABSTRACT 13
2.2 INTRODUCTION 13 2.3 THE MODEL 14 2.4 A NUMERICAL EXAMPLE 16 2.5 BOND
PRICES 20 2.6 CONCLUSION 21 2.7 APPENDIX 21 II OPTIMAL CAPITAL
ACCUMULATION IN A STOCHASTIC GROWTH MODEL UNDER LOSS AVERSION 23 3
CAPITAL ACCUMULATION UNDER LOSS AVERSION 25 3.1 ABSTRACT 25 3.2
INTRODUCTION 25 3.3 DETERMINISTIC NEOCLASSICAL GROWTH MODELS 27 3.3.1
SOLOW IN A NUTSHELL 27 3.3.2 A RAMSEY MODEL UNDER CERTAINTY 28 3.4
STOCHASTIC GROWTH MODELS 30 3.4.1 GENERAL SETTINGS OF A STOCHASTIC
RAMSEY GROWTH MODEL . 30 3.4.2 EXPECTED UTILITY FRAMEWORK 33 3.4.3
PROSPECT THEORY FRAMEWORK 34 3.5 CONCLUSION 43 3.6 APPENDIX 44 3.6.1
DERIVATION OF THE TIME-DISCRETE STOCHASTIC EULER EQUA- TION IF
CONSUMPTION IS TIME-SEPARABLE 44 3.6.2 DERIVATION OF THE TIME-DISCRETE
STOCHASTIC EULER EQUA- TION IF CONSUMPTION IS NOT TIME-SEPARABLE 45 III
LOSS AVERSION IN AGGREGATE MACROECONOMIC TIME SERIES 47 4 LOSS AVERSION
IN TIME SERIES 49 4.1 ABSTRACT 49 4.2 INTRODUCTION 49 4.3 THE MODEL 50
4.3.1 A PROSPECT UTILITY FUNCTION 50 4.4 GMM ESTIMATION RESULTS AND
TESTING FOR OVERIDENTIFICATION . 58 4.5 CONCLUSION 65 BIBLIOGRAPHY 67
LIST OF FIGURES 71 LIST OF TABLES 73 |
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| spelling | Rosenblatt-Wisch, Rina Verfasser aut Optimal growth under loss aversion von Rina Rosenblatt-Wisch 2005 IV, 75 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zürich, Univ., Diss., 2005 Economische groei gtt Economische modellen gtt Wachstumsmodell (DE-588)4127141-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Wachstumsmodell (DE-588)4127141-5 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014920152&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rosenblatt-Wisch, Rina Optimal growth under loss aversion Economische groei gtt Economische modellen gtt Wachstumsmodell (DE-588)4127141-5 gnd |
| subject_GND | (DE-588)4127141-5 (DE-588)4113937-9 |
| title | Optimal growth under loss aversion |
| title_auth | Optimal growth under loss aversion |
| title_exact_search | Optimal growth under loss aversion |
| title_exact_search_txtP | Optimal growth under loss aversion |
| title_full | Optimal growth under loss aversion von Rina Rosenblatt-Wisch |
| title_fullStr | Optimal growth under loss aversion von Rina Rosenblatt-Wisch |
| title_full_unstemmed | Optimal growth under loss aversion von Rina Rosenblatt-Wisch |
| title_short | Optimal growth under loss aversion |
| title_sort | optimal growth under loss aversion |
| topic | Economische groei gtt Economische modellen gtt Wachstumsmodell (DE-588)4127141-5 gnd |
| topic_facet | Economische groei Economische modellen Wachstumsmodell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014920152&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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