A Behavioral Approach to Asset Pricing

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This volume examines the reigning assumptions of asset pricing theory and reconstructs them to incorporate findings from behavioral finance. It constructs a solid, intact structure that challenges classic assumptions and at the same time provides a strong theory and efficient empirical tools. Building on the models developed by both traditional asset pricing theorists and behavioral asset pricing theorists, this book takes the discussion to the next step. The author provides a general behaviorally based intertemporal ...

A Behavioral Approach to Asset Pricing 2008, Academic Press, Amsterdam, Netherlands

ISBN-13: 9780123743565

2nd edition

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A Behavioral Approach to Asset Pricing 2005, Academic Press, Amsterdam, Netherlands

ISBN-13: 9780126393712

Hardcover

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