[公告] 金機第一篇問題
金機第一篇問題老師已經將紙本給我了
總共有7個問題
1.default risk and risk aversion is not taken into account
-- asset quality is ignored in the model
2.poor empirical results of cost functions
3.definition of cost of capital is not appropriate
4.definiton of require reserve is not appropriate
5.specificaton of cost function is inconsistent with profit function
6.specification of regression model of theta(i,t) has no theoretical
support and is not appropriate
7.ignore the insurance product in the model
老師有把之前作業發還給我們,需要的同學請自行至研究室認領
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