Narrow search
Showing 1 - 10 of 38
Cover Image
Incomplete diversification and asset pricing
Elliott, Robert; Madan, Dilip; Milne, Frank - 2002
Investors in equilibrium are modeled as facing investor specific risks across the space of assets. Personalized asset pricing models reflect these risks. Averaging across the pool of investors we obtain a market asset pricing model that reflects market risk exposures. It is observed on invoking...
Persistent link: https://www.econbiz.de/10010290440
Cover Image
Incomplete diversification and asset pricing
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000135929
Cover Image
Incomplete diversification and asset pricing
Elliott, Robert Frank (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10003780988
Cover Image
Incomplete diversification and asset pricing
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - In: Advances in finance and stochastics : essays in honour …, (pp. 101-124). 2002
Persistent link: https://www.econbiz.de/10001672227
Cover Image
A behavioral approach to asset pricing
Shefrin, Hersh - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003686247
Cover Image
Behavioralizing finance
Shefrin, Hersh (contributor) - 2010
Persistent link: https://www.econbiz.de/10008656407
Cover Image
Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10010516687
Cover Image
The role of behavioral finance in risk management
Shefrin, Hersh - In: Risk management : a modern perspective, (pp. 653-676). 2006
Persistent link: https://www.econbiz.de/10003271758
Cover Image
A behavioral approach to asset pricing
Shefrin, Hersh - 2005
Persistent link: https://www.econbiz.de/10002151526