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Ein Kapitalmarktmodell unter Ambiguitt

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Springer Nature
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N/A
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GTIN
9783790809374
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New
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Eine Vielzahl experimenteller Studien hat gezeigt, da Entscheider systematisch gegen die Verhaltenshypothese des Erwartungsnutzenmodells verstoen. Die Maximierung des erwarteten Nutzens stellt aber die Standardannahme bezglich der Prferenzen von Investoren bei der Ableitung von Kapitalmarktmodellen dar. Damit besteht eine Lcke zwischen verhaltenswissenschaftlichem Erkenntnisstand und der Modellierung von Mrkten. Durch die Ableitung eines Kapitalmarktmodells auf Basis eines Modells, welches ambiguittsaverse Prferenzen abbilden kann, wird ein Beitrag zum Schlieen dieser Lcke geleistet.

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