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How do conflicting theories about financial markets coexist?
Phoa, Wesley; Focardi, Sergio M.; Fabozzi, Frank J. - In: Journal of post-Keynesian economics : JPKE 29 (2007) 3, pp. 363-391
Persistent link: https://www.econbiz.de/10003462601
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Reconciling Behavioral Finance and Rational Finance
Shirvani, Abootaleb - 2020
In this paper, we explain main concepts of Prospect Theory and Cumulative Prospect Theory within the rational dynamic … asset pricing framework. We derive option pricing formulas when asset returns are altered by a generalized Prospect Theory … Theory value functions and probability weighting functions consistent with rational dynamic pricing theory. After the …
Persistent link: https://www.econbiz.de/10012839774
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Foundations of financial markets and institutions
Fabozzi, Frank J.; Modigliani, Franco; Ferri, Michael G. - 1994
Persistent link: https://www.econbiz.de/10000881308
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Basic data description for financial modeling and analysis
Höchstötter, Markus; Račev, Svetlozar T.; Fabozzi, … - 2008
Persistent link: https://www.econbiz.de/10003765816
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ARCH/GARCH models in applied financial econometrics
Engle, Robert F.; Focardi, Sergio; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765831
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Foundations of financial markets and institutions
Fabozzi, Frank J. - 2010 - 4th ed.
Persistent link: https://www.econbiz.de/10003782016
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Foundations of financial markets and institutions
Fabozzi, Frank J.; Modigliani, Franco; Ferri, Michael G. - 1998 - 2. ed., internat. ed.
Persistent link: https://www.econbiz.de/10008729694
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Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2006
Persistent link: https://www.econbiz.de/10002933247
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[Rezension von: Fabozzi, Frank J., ..., Foundations of financial markets and institutions]
Moy, Ronald L. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1521-1523
Persistent link: https://www.econbiz.de/10001346720
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Foundations of financial markets and institutions
Fabozzi, Frank J.; Modigliani, Franco; Jones, Frank Joseph - 2002 - 3. ed.
Persistent link: https://www.econbiz.de/10001584604