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040728s2005 ne a b 001 0 eng |
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|a 2004017738
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|a 0126393710 (hardcover : alk. paper)
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| 020 |
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|a 0120887835 (CD-ROM)
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|a DLC
|c DLC
|d DLC
|d UtOrBLW
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|a 332.63/221
|2 22
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| 100 |
1 |
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|a Shefrin, Hersh,
|d 1948-
|0 http://id.loc.gov/authorities/names/n99024936
|1 http://viaf.org/viaf/116982315
|
| 245 |
1 |
2 |
|a A behavioral approach to asset pricing /
|c Hersh Shefrin.
|
| 260 |
|
|
|a Amsterdam ;
|a Boston :
|b Elsevier Academic Press,
|c c2005.
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| 300 |
|
|
|a xxi, 488 p. :
|b ill. ;
|c 24 cm. +
|e 1 CD-ROM (4 3/4 in.)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Academic Press advanced finance series
|
| 504 |
|
|
|a Includes bibliographical references (p. [457]-471) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g I.
|t Heuristics and representativeness : experimental evidence --
|g 2.
|t Representativeness and Bayes rule : psychological perspective --
|g 3.
|t Representativeness and Bayes rule : economics perspective --
|g 4.
|t A simple asset pricing model featuring representativeness --
|g 5.
|t Heterogeneous judgments in experiments --
|g II.
|t Heuristics and representativeness : investor expectations --
|g 6.
|t Representativeness and heterogeneous beliefs among individual investors, financial executives, and academics --
|g 7.
|t Representativeness and heterogeneity in the judgments of professional investors --
|g III.
|t Developing behavioral asset pricing models --
|g 8.
|t A simple asset pricing model with heterogeneous beliefs --
|g 9.
|t Heterogeneous beliefs and inefficient markets --
|g 10.
|t A simple market model of prices and trading volume --
|g 11.
|t Efficiency and entropy : long-run dynamics --
|g IV.
|t Heterogeneity in risk tolerance and time discounting --
|g 12.
|t CRRA and CARA utility functions --
|g 13.
|t Heterogeneous risk tolerance and time preference --
|g 14.
|t Representative investors in a heterogeneous CRRA model --
|g V.
|t Sentiment and behavioral SDF --
|g 15.
|t Sentiment --
|g 16.
|t Behavioral SDF and the sentiment premium --
|g VI.
|t Applications of behavioral SDF --
|g 17.
|t Behavioral betas and mean-variance portfolios --
|g 18.
|t Cross-section of return expectations --
|g 19.
|t Testing for a sentiment premium --
|g 20.
|t A behavioral approach to the term structure of interest rates --
|g 21.
|t Behavioral black-scholes --
|g 22.
|t Irrational exuberance and option smiles --
|g 23.
|t Empirical evidence in support of behavioral SDF --
|g VII.
|t Prospect theory --
|g 24.
|t Prospect theory : introduction --
|g 25.
|t Behavioral portfolios --
|g 26.
|t Prospect theory equilibrium --
|g 27.
|t Pricing and prospect theory : empirical studies --
|g 28.
|t Reflections on the equity premium puzzle --
|g VIII.
|t Closure --
|g 29.
|t Conclusion.
|
| 650 |
|
0 |
|a Capital assets pricing model.
|0 http://id.loc.gov/authorities/subjects/sh85019932
|
| 650 |
|
0 |
|a Risk management.
|0 http://id.loc.gov/authorities/subjects/sh2004006348
|
| 650 |
|
7 |
|a Capital assets pricing model.
|2 fast
|0 http://id.worldcat.org/fast/fst00846288
|
| 650 |
|
7 |
|a Risk management.
|2 fast
|0 http://id.worldcat.org/fast/fst01098164
|
| 901 |
|
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|a ToCBNA
|
| 903 |
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|a HeVa
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| 035 |
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|a (OCoLC)56103817
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| 929 |
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