Finance and the behavioral prospect : risk, exuberance, and abnormal markets / James Ming Chen.

Author
Chen, Jim, 1966- [Browse]
Format
Book
Language
English
Published/​Created
  • London : Palgrave Macmillan, 2016.
  • ©2016
Description
xii, 343 pages ; 22 cm.

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Firestone Library - Stacks HG4515.15 .C455 2016 Browse related items Request

    Details

    Subject(s)
    Series
    Quantitative perspectives on behavioral economics and finance
    Bibliographic references
    Includes bibliographical references and index.
    Contents
    • The structure of a behavioral revolution
    • Mental accounting, emotional hierarchies, and behavioral heuristics
    • Higher-moment capital asset pricing and its behavioral implications
    • Tracking the low-volatility anomaly across behavioral space
    • The intertemporal capital asset pricing model : hedging investment risk across time
    • Risk aversion
    • The equity risk premium and the equity premium puzzle
    • Prospect theory
    • Specific applications of prospect theory to behavioral finance
    • Beyond hope and fear : behavioral portfolio theory
    • Behavioral gaps between hypothetical investment returns and actual investor returns
    • Irrational exuberance : momentum crashes and speculative bubbles
    • The monster and the sleeping queen.
    ISBN
    • 9783319327105 ((hardcover))
    • 3319327100 ((hardcover))
    OCLC
    945232016
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