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Behavioral portfolio theory

Shefrin, Hersh; Statman, Meir - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 127-151

Persistent link: https://www.econbiz.de/10001510052

Behavioral capital asset pricing theory

Shefrin, Hersh - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 3, pp. 323-349

Persistent link: https://www.econbiz.de/10001171167

The disposition to sell winners too early and ride losers too long : theory and evidence

Shefrin, Hersh - In: The journal of finance : the journal of the American … 40 (1985) 3, pp. 777-790

Persistent link: https://www.econbiz.de/10001006728

Behavioral corporate finance : decisions that create value ; [excessive optimism, debiasing, winner's curse, framing, overconfidence, capital budgeting, dividend policy, capital st...

Shefrin, Hersh - 2007

Persistent link: https://www.econbiz.de/10003078059

[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

[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

Changing utility functions

Shefrin, Hersh - 1998

Persistent link: https://www.econbiz.de/10001508237

Beyond greed and fear : understanding behavioral finance and the psychology of investing

Shefrin, Hersh - 2000

Persistent link: https://www.econbiz.de/10001364736

Valuation bias and limits to nudges

Shefrin, Hersh - In: The journal of portfolio management : a publication of … 45 (2019) 5, pp. 112-124

Persistent link: https://www.econbiz.de/10012116094

The multinomial option pricing model and its Brownian and poisson limits

Milne, Frank (contributor); Madan, Dilip B. (contributor); … - 1990

The Cox, Ross, and Rubinstein binomial model is generalized to the multinomial case. Limits are investigated and shown to yield the Black-Scholes formula in the case of continuous sample paths for a wide variety of complete market structures. In the discontinuous case a Merton-type formula is...

Persistent link: https://www.econbiz.de/10003780966