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Essays in Finance and Behavioral Eco...

Wang, Shirui.

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Essays in Finance and Behavioral Economics.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Essays in Finance and Behavioral Economics./
作者:	Wang, Shirui.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2020,
面頁冊數:	104 p.
附註:	Source: Dissertations Abstracts International, Volume: 82-07, Section: A.
Contained By:	Dissertations Abstracts International82-07A.
標題:	Finance. -
電子資源:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=28090994
ISBN:	9798557071468

Essays in Finance and Behavioral Economics.
Wang, Shirui.

Essays in Finance and Behavioral Economics. - Ann Arbor : ProQuest Dissertations & Theses, 2020 - 104 p.

Source: Dissertations Abstracts International, Volume: 82-07, Section: A.

Thesis (Ph.D.)--Iowa State University, 2020.

This item must not be sold to any third party vendors.

This dissertation consists of two chapters on finance and experimental economics.The first chapter studies the dynamic portfolio optimization problem with reinforcement learning. I evaluate several algorithms on simulated data to document their convergence properties and sample efficiencies. I also apply a state-of-the-art algorithm on two empirical problems and show that they outperform other traditional strategies.The second chapter studies alternating bargaining games, by proposing an ultimatum game with uncertainties. I model the two-stage game as a screening game that incorporates the social factor of fairness, and run experiments to analyze how participants behave in response to bargaining power shift.

ISBN: 9798557071468Subjects--Topical Terms:

542899
Finance.
Subjects--Index Terms:

Portfolio optimization

Essays in Finance and Behavioral Economics.
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