Finance and the Behavioral Prospect Risk, Exuberance, and Abnormal Markets /
This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral departures from rationality spur momentum...
| Κύριος συγγραφέας: | |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2016.
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| Σειρά: | Quantitative Perspectives on Behavioral Economics and Finance
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 1 The Structure of a Behavioral Revolution
- 2 Mental Accounting, Emotional Hierarchies, and Behavioral Heuristics
- 3 Higher-Moment Capital Asset Pricing and Its Behavioral Implications
- 4 Tracking the Low-Volatility Anomaly Across Behavioral Space
- 5 The Intertemporal Capital Asset Pricing Model: Hedging Investment Risk Across Time
- 6 Risk Aversion
- 7 The Equity Risk Premium and the Equity Premium Puzzle
- 8 Prospect Theory
- 9 Specific Applications of Prospect Theory to Behavioral Finance
- 10 Beyond Hope and Fear: Behavioral Portfolio Theory
- 11 Behavioral Gaps Between Hypothetical Investment Returns and Actual Investor Returns
- 12 Irrational Exuberance: Momentum Crashes and Speculative Bubbles
- Conclusion: The Monster and the Sleeping Queen.
