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Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
| Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong |
| Autore | Cheng Bing |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (92 p.) |
| Disciplina | 332.632042 |
| Altri autori (Persone) | TongHowell |
| Soggetto topico |
Capital assets pricing model
Stocks - Prices - Mathematical models |
| ISBN | 981-283-250-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions. |
| Record Nr. | UNINA-9910778071503321 |
Cheng Bing
|
||
| Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
| Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong |
| Autore | Cheng Bing |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (92 p.) |
| Disciplina | 332.632042 |
| Altri autori (Persone) | TongHowell |
| Soggetto topico |
Capital assets pricing model
Stocks - Prices - Mathematical models |
| ISBN | 981-283-250-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions. |
| Record Nr. | UNINA-9910822090703321 |
|
Cheng Bing
|
||
| Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
1.4 Analysis of Emerging Real Estate Market 1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results 2.6 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results 3.5 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction 4.2 The Basic Framework and Estimation Process 4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market ** ; 5.1 Introduction 5.2 Empirical Methods |
| Record Nr. | UNINA-9910454341103321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
1.4 Analysis of Emerging Real Estate Market 1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results 2.6 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results 3.5 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction 4.2 The Basic Framework and Estimation Process 4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market ** ; 5.1 Introduction 5.2 Empirical Methods |
| Record Nr. | UNINA-9910782285903321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
1.4 Analysis of Emerging Real Estate Market 1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results 2.6 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results 3.5 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction 4.2 The Basic Framework and Estimation Process 4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market ** ; 5.1 Introduction 5.2 Empirical Methods |
| Record Nr. | UNINA-9910819880103321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing and portfolio choice theory / / Kerry E. Back
| Asset pricing and portfolio choice theory / / Kerry E. Back |
| Autore | Back K (Kerry) |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | New York, NY : , : Oxford University Press, , 2017 |
| Descrizione fisica | 1 online resource (745 pages) |
| Disciplina | 332.63/2042 |
| Collana | Financial Management Association Survey and Synthesis Series |
| Soggetto topico |
Capital assets pricing model
Portfolio management |
| ISBN |
0-19-024117-9
0-19-024115-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910157437303321 |
|
Back K (Kerry)
|
||
| New York, NY : , : Oxford University Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin
| A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin |
| Autore | Shefrin Hersh <1948-> |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (513 p.) |
| Disciplina | 332.63/221 |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Capital assets pricing model
Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-00836-2
9786611008369 0-08-047603-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1 Introduction; 1.1 Why Read This Book?; 1.2 Organization: How the Ideas in This Book Tie Together; 1.3 Summary; Part I - Heuristics and Representativeness: Experimental Evidence; 2 Representativeness and Bayes Rule: Psychological Perspective; 2.1 Explaining Representativeness; 2.2 Implications for Bayes Rule; 2.3 Experiment; 2.4 Representativeness and Prediction; 2.5 Summary; 3 Representativeness and Bayes Rule: Economics Perspective; 3.1 The Grether Experiment; 3.2 Representativeness; 3.3 Results; 3.4 Summary; 4 A Simple Asset Pricing Model Featuring Representativeness
4.1 First Stage, Modified Experimental Structure 4.2 Expected Utility Model; 4.3 Equilibrium Prices; 4.4 Representativeness; 4.5 Second Stage: Signal-Based Market Structure; 4.6 Summary; 5 Heterogeneous Judgments in Experiments; 5.1 Grether Experiment; 5.2 Heterogeneity in Predictions of GPA; 5.3 The De Bondt Experiment; 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy; 5.5 Summary; Part II - Heuristics and Representativeness: Investor Expectations; 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics 6.1 Individual Investors 6.2 The Expectations of Academic Economists; 6.3 Financial Executives; 6.4 Summary; 7 Representativeness and Heterogeneity in the Judgments of Professional Investors; 7.1 Contrasting Predictions: How Valid?; 7.2 Update to Livingston Survey; 7.3 Individual Forecasting Records; 7.4 Gambler's Fallacy; 7.5 Why Heterogeneity Is Time Varying; 7.6 Summary; Part III - Developing Behavioral Asset Pricing Models; 8 A Simple Asset Pricing Model with Heterogeneous Beliefs; 8.1 A Simple Model with Two Investors; 8.2 Equilibrium Prices; 8.3 Fixed Optimism and Pessimism 8.4 Incorporating Representativeness 8.5 Summary; 9 Heterogeneous Beliefs and Inefficient Markets; 9.1 Defining Market Efficiency; 9.2 Market Efficiency and Logarithmic Utility; 9.3 Equilibrium Prices as Aggregators; 9.4 Market Efficiency: Necessary and Sufficient Condition; 9.5 Interpreting the Efficiency Condition; 9.6 Summary; 10 A Simple Market Model of Prices and Trading Volume; 10.1 The Model; 10.2 Analysis of Returns; 10.3 Analysis of Trading Volume; 10.4 Example; 10.5 Arbitrage; 10.6 Summary; 11 Efficiency and Entropy: Long-Run Dynamics; 11.1 Introductory Example; 11.2 Entropy 11.3 Numerical Illustration 11.4 Markov Beliefs; 11.5 Heterogeneous Time Preference, Entropy, and Efficiency; 11.6 Entropy and Market Efficiency; 11.7 Summary; Part IV - Heterogeneity in Risk Tolerance and Time Discounting; 12 CRRA and CARA Utility Functions; 12.1 Arrow-Pratt Measure; 12.2 Proportional Risk; 12.3 Constant Relative Risk Aversion; 12.4 Logarithmic Utility; 12.5 CRRA Demand Function; 12.6 Representative Investor; 12.7 Example; 12.8 CARA Utility; 12.9 Summary; 13 Heterogeneous Risk Tolerance and Time Preference; 13.1 Survey Evidence; 13.2 Extended Survey; 13.3 Time Preference 13.4 Summary |
| Record Nr. | UNINA-9910458130803321 |
|
Shefrin Hersh <1948->
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin
| A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin |
| Autore | Shefrin Hersh <1948-> |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (513 p.) |
| Disciplina | 332.63/221 |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Capital assets pricing model
Risk management |
| ISBN |
1-281-00836-2
9786611008369 0-08-047603-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1 Introduction; 1.1 Why Read This Book?; 1.2 Organization: How the Ideas in This Book Tie Together; 1.3 Summary; Part I - Heuristics and Representativeness: Experimental Evidence; 2 Representativeness and Bayes Rule: Psychological Perspective; 2.1 Explaining Representativeness; 2.2 Implications for Bayes Rule; 2.3 Experiment; 2.4 Representativeness and Prediction; 2.5 Summary; 3 Representativeness and Bayes Rule: Economics Perspective; 3.1 The Grether Experiment; 3.2 Representativeness; 3.3 Results; 3.4 Summary; 4 A Simple Asset Pricing Model Featuring Representativeness
4.1 First Stage, Modified Experimental Structure 4.2 Expected Utility Model; 4.3 Equilibrium Prices; 4.4 Representativeness; 4.5 Second Stage: Signal-Based Market Structure; 4.6 Summary; 5 Heterogeneous Judgments in Experiments; 5.1 Grether Experiment; 5.2 Heterogeneity in Predictions of GPA; 5.3 The De Bondt Experiment; 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy; 5.5 Summary; Part II - Heuristics and Representativeness: Investor Expectations; 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics 6.1 Individual Investors 6.2 The Expectations of Academic Economists; 6.3 Financial Executives; 6.4 Summary; 7 Representativeness and Heterogeneity in the Judgments of Professional Investors; 7.1 Contrasting Predictions: How Valid?; 7.2 Update to Livingston Survey; 7.3 Individual Forecasting Records; 7.4 Gambler's Fallacy; 7.5 Why Heterogeneity Is Time Varying; 7.6 Summary; Part III - Developing Behavioral Asset Pricing Models; 8 A Simple Asset Pricing Model with Heterogeneous Beliefs; 8.1 A Simple Model with Two Investors; 8.2 Equilibrium Prices; 8.3 Fixed Optimism and Pessimism 8.4 Incorporating Representativeness 8.5 Summary; 9 Heterogeneous Beliefs and Inefficient Markets; 9.1 Defining Market Efficiency; 9.2 Market Efficiency and Logarithmic Utility; 9.3 Equilibrium Prices as Aggregators; 9.4 Market Efficiency: Necessary and Sufficient Condition; 9.5 Interpreting the Efficiency Condition; 9.6 Summary; 10 A Simple Market Model of Prices and Trading Volume; 10.1 The Model; 10.2 Analysis of Returns; 10.3 Analysis of Trading Volume; 10.4 Example; 10.5 Arbitrage; 10.6 Summary; 11 Efficiency and Entropy: Long-Run Dynamics; 11.1 Introductory Example; 11.2 Entropy 11.3 Numerical Illustration 11.4 Markov Beliefs; 11.5 Heterogeneous Time Preference, Entropy, and Efficiency; 11.6 Entropy and Market Efficiency; 11.7 Summary; Part IV - Heterogeneity in Risk Tolerance and Time Discounting; 12 CRRA and CARA Utility Functions; 12.1 Arrow-Pratt Measure; 12.2 Proportional Risk; 12.3 Constant Relative Risk Aversion; 12.4 Logarithmic Utility; 12.5 CRRA Demand Function; 12.6 Representative Investor; 12.7 Example; 12.8 CARA Utility; 12.9 Summary; 13 Heterogeneous Risk Tolerance and Time Preference; 13.1 Survey Evidence; 13.2 Extended Survey; 13.3 Time Preference 13.4 Summary |
| Record Nr. | UNINA-9910784562703321 |
|
Shefrin Hersh <1948->
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin
| A behavioral approach to asset pricing [[electronic resource] /] / Hersh Shefrin |
| Autore | Shefrin Hersh <1948-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (513 p.) |
| Disciplina | 332.63/221 |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Capital assets pricing model
Risk management |
| ISBN |
1-281-00836-2
9786611008369 0-08-047603-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1 Introduction; 1.1 Why Read This Book?; 1.2 Organization: How the Ideas in This Book Tie Together; 1.3 Summary; Part I - Heuristics and Representativeness: Experimental Evidence; 2 Representativeness and Bayes Rule: Psychological Perspective; 2.1 Explaining Representativeness; 2.2 Implications for Bayes Rule; 2.3 Experiment; 2.4 Representativeness and Prediction; 2.5 Summary; 3 Representativeness and Bayes Rule: Economics Perspective; 3.1 The Grether Experiment; 3.2 Representativeness; 3.3 Results; 3.4 Summary; 4 A Simple Asset Pricing Model Featuring Representativeness
4.1 First Stage, Modified Experimental Structure 4.2 Expected Utility Model; 4.3 Equilibrium Prices; 4.4 Representativeness; 4.5 Second Stage: Signal-Based Market Structure; 4.6 Summary; 5 Heterogeneous Judgments in Experiments; 5.1 Grether Experiment; 5.2 Heterogeneity in Predictions of GPA; 5.3 The De Bondt Experiment; 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy; 5.5 Summary; Part II - Heuristics and Representativeness: Investor Expectations; 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics 6.1 Individual Investors 6.2 The Expectations of Academic Economists; 6.3 Financial Executives; 6.4 Summary; 7 Representativeness and Heterogeneity in the Judgments of Professional Investors; 7.1 Contrasting Predictions: How Valid?; 7.2 Update to Livingston Survey; 7.3 Individual Forecasting Records; 7.4 Gambler's Fallacy; 7.5 Why Heterogeneity Is Time Varying; 7.6 Summary; Part III - Developing Behavioral Asset Pricing Models; 8 A Simple Asset Pricing Model with Heterogeneous Beliefs; 8.1 A Simple Model with Two Investors; 8.2 Equilibrium Prices; 8.3 Fixed Optimism and Pessimism 8.4 Incorporating Representativeness 8.5 Summary; 9 Heterogeneous Beliefs and Inefficient Markets; 9.1 Defining Market Efficiency; 9.2 Market Efficiency and Logarithmic Utility; 9.3 Equilibrium Prices as Aggregators; 9.4 Market Efficiency: Necessary and Sufficient Condition; 9.5 Interpreting the Efficiency Condition; 9.6 Summary; 10 A Simple Market Model of Prices and Trading Volume; 10.1 The Model; 10.2 Analysis of Returns; 10.3 Analysis of Trading Volume; 10.4 Example; 10.5 Arbitrage; 10.6 Summary; 11 Efficiency and Entropy: Long-Run Dynamics; 11.1 Introductory Example; 11.2 Entropy 11.3 Numerical Illustration 11.4 Markov Beliefs; 11.5 Heterogeneous Time Preference, Entropy, and Efficiency; 11.6 Entropy and Market Efficiency; 11.7 Summary; Part IV - Heterogeneity in Risk Tolerance and Time Discounting; 12 CRRA and CARA Utility Functions; 12.1 Arrow-Pratt Measure; 12.2 Proportional Risk; 12.3 Constant Relative Risk Aversion; 12.4 Logarithmic Utility; 12.5 CRRA Demand Function; 12.6 Representative Investor; 12.7 Example; 12.8 CARA Utility; 12.9 Summary; 13 Heterogeneous Risk Tolerance and Time Preference; 13.1 Survey Evidence; 13.2 Extended Survey; 13.3 Time Preference 13.4 Summary |
| Record Nr. | UNINA-9910816948603321 |
|
Shefrin Hersh <1948->
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Changing models / Guido Antonio Rossi editor
| Changing models / Guido Antonio Rossi editor |
| Pubbl/distr/stampa | Torino, Italy : Levrotto & Bella, c2005 |
| Descrizione fisica | 185 p. : ill. ; 24 cm |
| Disciplina | 658.403 |
| Altri autori (Persone) | Rossi, Guido Antonioauthor |
| Soggetto topico |
Decision making
Decision making - Mathematical models Capital assets pricing model |
| ISBN | 8882181189 |
| Classificazione |
LC QA279.4.C53
AMS 91B14 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000980069707536 |
| Torino, Italy : Levrotto & Bella, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
