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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

[Rezension von: Stock market anomalies, ed. by Elroy Dimson]

Shefrin, Hersh - In: Journal of economic literature 27 (1989) 4, pp. 1693-1695

Persistent link: https://www.econbiz.de/10001343993

Do investors expect higher returns from safer stocks than from riskier stocks?

Shefrin, Hersh - In: Journal of psychology and financial markets : a … 2 (2001) 4, pp. 176-181

Persistent link: https://www.econbiz.de/10001747318

[Rezension von: Keim, Donald B., ...,, Security market imperfections in worldwide equity markets]

Shefrin, Hersh - In: Journal of economic literature 39 (2001) 4, pp. 1246-1248

Persistent link: https://www.econbiz.de/10001795074

A tale of two investors : estimating risk aversion, optimism, and overconfidence

Barone-Adesi, Giovanni; Mancini, Loriano; Shefrin, Hersh - 2012

We combine two approaches to the pricing kernel, one empirical and one theoretical, which relax the restriction that the objective return distribution and risk neutral distribution share the same volatility and higher order moments. The empirical approach provides estimates for the evolution of...