Finance and the behavioral prospect risk, exuberance, and abnormal markets
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| Main Author: | |
|---|---|
| Language: | English |
| Series: | Quantitative perspectives on behavioral economics and finance.
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| Subjects: | |
| Online Access: | Link to e-book |
| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| Published: |
London :
Palgrave Macmillan,
2016.
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| 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.