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Figure 3 Participants’ Average Portfolios Represented by the Investments in Stock B and Bond C of the Three Conditions of Experiment No.1,Compared With the Average Predictions of the Basic Reinforcement (BR) Learning Model and the Risk-return-covariance (RRC) Model. The x-axes Represent the 90 Periods of the Whole Experiment Partitioned Into Nine Blocks of 10 Periods Each.
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图表出处:Frontiers in Economic and Management Research (Volume 7) 出处详情
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所属学科:国民经济计划学
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图表出处:Frontiers in Economic and Management Research (Volume 7)
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Table 3 Investments in the Three Assets Across the Three Correlation Conditions of Experiment No.1
图表出处:Frontiers in Economic and Management Research (Volume 7)
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图表出处:Frontiers in Economic and Management Research (Volume 7)
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Table 8 Two Factor Repeated Measurement ANOVA of Experiment No.2
图表出处:Frontiers in Economic and Management Research (Volume 7)
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Table 10 Participants’ Estimations of the Two Stock Returns and Variability in Experiment No.2
图表出处:Frontiers in Economic and Management Research (Volume 7)