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~isPartOf:"Economic modelling"
~person:"Yang, Chunpeng"
~subject:"Stochastic process"
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Stochastic process
Anlageverhalten
7
Behavioural finance
7
Theorie
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Theory
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Investor sentiment
6
Behavioral finance
5
Börsenkurs
4
CAPM
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Portfolio selection
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Erwartungsbildung
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Aktienmarkt
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Begrenzte Rationalität
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Bounded rationality
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Capital income
1
Crowdedness
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Deviations of asset prices from fundamentals
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Dynamic asset pricing
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Dynamic pricing equilibrium
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Emotion
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Higher-order expectations
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Inertial thinking
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Investment portfolio
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Kapitaleinkommen
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Maverick risk
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Negative expected return
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Overestimation
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Overreaction
1
Preismanagement
1
Pricing strategy
1
Rational expectations
1
Rationale Erwartung
1
Sentiment asset pricing
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Sentiment asset pricing model
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Stochastic investor sentiment
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Stochastischer Prozess
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Yang, Chunpeng
Li, Shenghong
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Sun, Qi
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Albu, Lucian-Liviu
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Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
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