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Econophysics and capital asset pricing : splitting the atom of systematic risk / / by James Ming Chen
| Econophysics and capital asset pricing : splitting the atom of systematic risk / / by James Ming Chen |
| Autore | Chen James Ming |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XVI, 287 p.) |
| Disciplina | 330.015195 |
| Collana | Quantitative Perspectives on Behavioral Economics and Finance |
| Soggetto topico |
Economics - Psychological aspects
Economics Behavioral Finance Behavioral/Experimental Economics Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-63465-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Baryonic Beta Dynamics: The Econophysics of Systematic Risk -- 2. Double- and Single-Sided Risk Measures -- 3. Relative Volatility Versus Correlation Tightening -- 4. Asymmetrical Volatility and Spillover Effects -- 5. The Low-Volatility Anomaly -- 6. Correlation Tightening -- 7. The Intertemporal Capital Asset Pricing Model -- 8. The Equity Premium Puzzle -- 9. Beta’s Cash-Flow and Discount-Rate Components -- 10. Risk and Uncertainty -- 11. Short-Term Price Continuation Anomalies -- 12. Systematic Risk in the Macrocosmos -- 13. The Baryonic Ladder: The Firm, the Market, and the Economy. |
| Record Nr. | UNINA-9910255056603321 |
Chen James Ming
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Finance and the Behavioral Prospect : Risk, Exuberance, and Abnormal Markets / / by James Ming Chen
| Finance and the Behavioral Prospect : Risk, Exuberance, and Abnormal Markets / / by James Ming Chen |
| Autore | Chen James Ming |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XII, 343 p. 14 illus., 12 illus. in color.) |
| Disciplina | 332.6019 |
| Collana | Quantitative Perspectives on Behavioral Economics and Finance |
| Soggetto topico |
Risk management
Capital market Behavioral economics Risk Management Capital Markets Behavioral/Experimental Economics |
| ISBN | 3-319-32711-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910254895203321 |
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Chen James Ming
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior / / by James Ming Chen
| Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior / / by James Ming Chen |
| Autore | Chen James Ming |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (345 p.) |
| Disciplina | 330.1 |
| Collana | Quantitative Perspectives on Behavioral Economics and Finance |
| Soggetto topico |
Economic theory
Macroeconomics Economic Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 1-137-54464-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910254884903321 |
|
Chen James Ming
|
||
| New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||