E-Book, Englisch, 350 Seiten, eBook
Reihe: Quantitative Perspectives on Behavioral Economics and Finance
Risk, Exuberance, and Abnormal Markets
E-Book, Englisch, 350 Seiten, eBook
Reihe: Quantitative Perspectives on Behavioral Economics and Finance
ISBN: 978-3-319-32711-2
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.