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Understanding Behavioral Differences...

Li, Jiaming.

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Understanding Behavioral Differences Between American and Chinese Investors.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Understanding Behavioral Differences Between American and Chinese Investors./
作者:	Li, Jiaming.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2017,
面頁冊數:	113 p.
附註:	Source: Dissertation Abstracts International, Volume: 78-10(E), Section: A.
Contained By:	Dissertation Abstracts International78-10A(E).
標題:	Economics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10273529
ISBN:	9781369825244

Understanding Behavioral Differences Between American and Chinese Investors.
Li, Jiaming.

Understanding Behavioral Differences Between American and Chinese Investors. - Ann Arbor : ProQuest Dissertations & Theses, 2017 - 113 p.

Source: Dissertation Abstracts International, Volume: 78-10(E), Section: A.

Thesis (Ph.D.)--Fordham University, 2017.

In this thesis, I am trying to understand how non-professional investors' wealth allocation decisions and loss aversion change subject to behavioral factors and across markets. We are interested in analyzing how index data from USA (SP500), mainland China (Shanghai's SSEC) and Hong Kong (HKSE) can provide us some lights into the differences on optimal wealth assignment between risky and risk-free assets using a portfolio allocation model where risk is measured by the Value-at-Risk (VaR). In this document, we follow Rengifo and Trifan (2010) where risk is modified under the extended prospect theory framework. In what follows we show that individuals' investments change depending on their portfolio evaluation frequencies, the way the value the past (cushion, cumulative cushion or dynamic cushion). We also test the endogenous VaR and see its impact on portfolio decisions. In the last sections, we test whether there is a long-term relationship among the indices used and finally, show that herding behavior is present in all the markets under study.

ISBN: 9781369825244Subjects--Topical Terms:

517137
Economics.

Understanding Behavioral Differences Between American and Chinese Investors.
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