Finance and the behavioral prospect risk, exuberance, and abnormal markets

Saved in:
Bibliographic Details
Main Author: Chen, Jim, 1966- (Author)
Language:English
Series:Quantitative perspectives on behavioral economics and finance.
Subjects:
Online Access:Link to e-book
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
Published: London : Palgrave Macmillan, 2016.
ISBN:9783319327112
3319327119
Table of Contents:
  • 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.