| 000 | 00834namuu2200229 a 4500 | |
| 001 | 000045164681 | |
| 005 | 20050518134339 | |
| 008 | 040728s2005 ne a eng | |
| 020 | ▼a 0126393710 (hardcover : alk. paper) | |
| 035 | ▼a KRIC09781108 | |
| 040 | ▼d 242014 ▼d 242014 ▼d 211009 | |
| 082 | 0 0 | ▼a 332.63221 ▼2 22 |
| 090 | ▼a 332.63221 ▼b S542b | |
| 100 | 1 | ▼a Shefrin, Hersh , ▼d 1948-. |
| 245 | 1 2 | ▼a A behavioral approach to asset pricing / ▼c Hersh Shefrin. |
| 260 | ▼a Amsterdam ; ▼a Boston : ▼b Elsevier Academic , ▼c c2005. | |
| 300 | ▼a xxi, 488 p. : ▼b ill. ; ▼c 24 cm. + ▼e 1 CD-ROM (4 3/4 in.). | |
| 440 | 0 | ▼a Academic Press advanced finance series |
| 504 | ▼a Includes bibliographical references (p. [457]-471) and index. | |
| 650 | 0 | ▼a Capital assets pricing model. |
| 650 | 0 | ▼a Risk management. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.63221 S542b | 등록번호 111318006 (10회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
A Behavioral Approach to Asset Pricing Theory examines the reigning assumptions of asset pricing theory and reconstructs them to incorporate findings from behavioral finance. It constructs a solid, intact structure that challenges classic assumptions and at the same time provides a strong theory and efficient empirical tools.
Building on the models developed by both traditional asset pricing theorists and behavioral asset pricing theorists, this book takes the discussion to the next step. The author provides a general behaviorally based intertemporal treatment of asset pricing theory that extends to the discussion of derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio.
The book develops a series of examples to illustrate the theoretical results. The CD-ROM contains most of the examples, worked out as Excel spreadsheets, so that a diligent reader can follow them through.
Instructors might also want to use the examples to assign class exercises, asking students to modify the numbers and see what happens.
* The first book to focus completely on how behavioral finance principles affect asset pricing
* Hersh Shefrin is a recognized expert in behavioral finance
* Behavioral finance is a growth area in finance scholarship and moving more and more into practice
정보제공 :
저자소개
Hersh Shefrin(지은이)
산타클라라대학 리비경영대학원의 재무학과에서 마리오 L. 벨로티 석좌교수직을 갖고 있는 분으로서 행태재무학의 선구자 중의 한 사람이다. 그는 이분야에서 학술 및 실무적인 많은 저술을 발표하였다. 그는 대학원 과정에서 행태재무학을 강의하고 있으며, 미국과 해외에서 포트폴리오 관리자, 증권분석가, 재무상담사 등을 상대로 특강을 갖기도 한다. 마니토바대학에서 경제학 및 수학을 공부하고 워터루대학에서 수학석사를 취득한 후, 불확실성의 경제학으로 런던경제대학원에서 박사학위를 취득하였다.