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THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

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Nội dung chi tiết: THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

1FOREIGN TRADE UNIVERSITYFACULTY OF BUSINESS ADMINISTRATIONGRADUATION THESISMajor: International Business AdministrationTHE APPLICATION OF CUMULATIVE

THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET PROSPECTTHEORY IN BUILDING OPTIMAL PORTFOLIO INVIETNAMESE STOCK MAKRKETStudent name: Nguyễn Thị Thu HảngStudent code: 1001020040Class: A8Intake: 49Su

pervisor: M.Sc. Le Thi ThuHa Noi, May 20142ACKNOWLEDGEMENTSFirstly, I express my deep sense of gratitude to N4.Sc. Le Thl Thu for her inspiring guidan THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

ce, scholarly interpretations and valuable criticisms throughout the course of my thesis. I am gratefully obliged to the faculty of Business Administr

THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

ation at Foreign Trade University, for approving the title and supporting me to conduct the study. 1 extend my sincere thanks to Ms Pham Mai Phuong Li

1FOREIGN TRADE UNIVERSITYFACULTY OF BUSINESS ADMINISTRATIONGRADUATION THESISMajor: International Business AdministrationTHE APPLICATION OF CUMULATIVE

THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET h, Ngo Thi Thu Huong, Nguyen Lan Anh, Pham Hai Yen and Nguyen Phuong Thanh for all their encouragement throughout the completion of the work.Above all

, many thanks to mom, dad, and my younger brother and sisters who always stimulate and spend all love for me.Nguyen Thi Thu HangClass: A8, Faculty of THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

Business Administration, Intake: 49, Foreign Trade University3CONTENT4LIST OF ABBREVIATIONSBFTBehavioral Finance TheoryCPTCumulative Prospect TheoryEM

THE APPLICATION OF CUMULATIVE PROSPECT THEORY IN BUILDING OPTIMAL PORTFOLIO IN VIETNAMESE STOCK MAKRKET

HEfficient Market HypothesisEUExpected Utility TheoryGDPGross Domestic ProductPTProspect TheorySDStochastic DominanceVN-IndexVietnamese Index of Stock

1FOREIGN TRADE UNIVERSITYFACULTY OF BUSINESS ADMINISTRATIONGRADUATION THESISMajor: International Business AdministrationTHE APPLICATION OF CUMULATIVE

1FOREIGN TRADE UNIVERSITYFACULTY OF BUSINESS ADMINISTRATIONGRADUATION THESISMajor: International Business AdministrationTHE APPLICATION OF CUMULATIVE

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