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1 Introduction 1
I Heuristics and representativeness : experimental evidence 15
2 Representativeness and Bayes rule : psychological perspective 17
3 Representativeness and Bayes rule : economics perspective 27
4 A simple asset pricing model featuring representativeness 35
5 Heterogeneous judgments in experiments 47
II Heuristics and representativeness : investor expectations 63
6 Representativeness and heterogeneous beliefs among individual investors, financial executives, and academics 65
7 Representativeness and heterogeneity in the judgments of professional investors 79
III Developing behavioral asset pricing models 101
8 A simple asset pricing model with heterogeneous beliefs 103
9 Heterogeneous beliefs and inefficient markets 115
10 A simple market model of prices and trading volume 131
11 Efficiency and entropy : long-run dynamics 149
IV Heterogeneity in risk tolerance and time discounting 167
12 CRRA and CARA utility functions 169
13 Heterogeneous risk tolerance and time preference 183
14 Representative investors in a heterogeneous CRRA model 193
V Sentiment and behavioral SDF 211
15 Sentiment 213
16 Behavioral SDF and the sentiment premium 231
VI Applications of behavioral SDF 249
17 Behavioral betas and mean-variance portfolios 251
18 Cross-section of return expectations 269
19 Testing for a sentiment premium 295
20 A behavioral approach to the term structure of interest rates 305
21 Behavioral Black-Scholes 317
22 Irrational exuberance and option smiles 337
23 Empirical evidence in support of behavioral SDF 359
VII Behavioral preferences 389
24 Prospect theory : introduction 391
25 Prospecttheory portfolios 419
26 SP/A theory : introduction 429
27 SP/A-based behavioral portfolio theory 437
28 Equilibrium with behavioral preferences 461
29 The disposition effect : trading behavior and pricing 487
30 Reflections on the equity premium puzzle 505
VIII Future directions and closing comments 523
31 Continuous time behavioral equilibrium models 525
32 Conclusion 551
References 563
Index 587
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| $99.99 | Digital |
| WonderClub |
James Morris
reviewed A Behavioral Approach to Asset Pricing on April 02, 2015
A Behavioral Approach to Asset Pricing
Used in financial cash flow analysis for investment decisions in supply chain design.
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Add A Behavioral Approach to Asset Pricing, Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. In this 2nd Edition Hersh Shefrin examines , A Behavioral Approach to Asset Pricing to the inventory that you are selling on WonderClubX
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Add A Behavioral Approach to Asset Pricing, Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. In this 2nd Edition Hersh Shefrin examines , A Behavioral Approach to Asset Pricing to your collection on WonderClub |
