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[学习资料] 【英文行为金融学研究资料】Behavioural Finance Theory and Application [推广有奖]

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Behavioural Finance Theory and Application.pdf (37.84 MB, 需要: RMB 16 元)
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资料介绍行为金融学的发展历程与应用。行为金融学发展之路并不平顺,尽管早期就有人将心理学、人类行为与金融现象关联,但相关研究较为零散,长期处于主流金融学边缘,直到 20 世纪末才获得学界认可,核心契机是卡尼曼与特沃斯基在 1979 年提出前景理论并斩获诺贝尔奖。该学科颠覆了传统金融学认知,指出真实市场中的投资者是普通人,并非完全理性,情绪会主导市场与投资决策,很多市场异象无法用马科维茨投资组合理论、资本资产定价模型等理性模型解释。近年来,理查德・塞勒、罗伯特・席勒等学者推动该领域快速发展,相关文献体量庞大,很难在单一资料中覆盖全部内容,这份资料力求梳理行为金融学的核心板块。这份资料从金融决策视角介绍行为金融学,说明行为金融模型实用性强,但落地难度高,缺少标准金融学的严谨性,无法完全替代传统理性金融理论,只能作为补充。因此资料同时讲解经典金融模型及其行为金融替代理论,详细剖析各类行为偏差,以及偏差对个人和机构投资者的影响,重点介绍神经金融学、情绪金融学、社会影响与情绪等前沿方向,新增实验金融学章节,阐释实验设计在金融研究中的价值。资料整体分为 7 个部分,合计 16 章。第一部分介绍行为金融学基础概念,梳理学科发展史,对比传统金融与行为金融两套研究范式,涵盖期望效用理论、有效市场假说、前景理论、心理账户,以及神经金融学相关的大脑机制、激素对投资决策的影响等内容。第二部分聚焦各类行为偏差,从认知、情绪、启发式、框架依赖等维度对偏差分类,分析启发式偏差、框架依赖偏差的形成原因,以及后悔心理、责任感知、专家建议对金融决策的作用。第三部分探讨造成市场非有效的各类市场力量,介绍市场异象、行为市场假说、适应性市场假说等理论,对比主动投资与被动投资策略,讲解动量、反转、价值投资以及情绪指标等实操策略,还探讨投资者性格、色彩心理等新兴研究方向。第四部分研究情绪与社会因素,讲解情绪金融学,分析资产价格泡沫背后的情绪驱动机制,以及文化、宗教、社交网络、情绪状态如何影响投资者交易行为、资产组合构建与投资收益。第五部分围绕机构投资者行为,分析机构投资者的各类行为偏差,对比个人投资者与机构投资者偏差的差异,研究投资经理、分析师等金融从业者的行为偏差,探讨委托代理冲突、金融顾问的薪酬结构与代理成本问题。第六部分介绍行为金融学的实务应用,包含行为公司金融,讨论情绪在资本预算、股利政策、并购、IPO、公司治理等企业财务决策中的作用;同时讲解金融规划中的心理机制,梳理金融规划发展史,根据投资者行为偏差划分投资者类型并给出资产配置建议,分析金融规划师选聘环节中存在的行为偏差。第七部分展望学科未来,专门设置实验金融学章节,讲解金融实验设计的方法、价值,如何借助实验发现并缓解行为偏差;最后一章总结学科发展现状、挑战与成果,指出未来研究将更聚焦特定目标,涵盖价值投资、行为金融与金融监管、法务会计等前沿方向。这份资料全面覆盖行为金融学经典内容与前沿方向,面向初次接触该学科的读者,语言通俗,降低数学难度,主要面向管理类研究生,贴合印度多所高校课程大纲,搭配案例、图表、专栏与现实类比增强可读性,适合专业人士与普通读者阅读。

. The journey of behavioural finance has not been an easy one. Although psychology and behaviour have been linked with financial phenomena in the past, the research in this area has been sporadic and remained at the borders of mainstream finance. It was not until the late 20th century that the discipline received the recognition it deserved. This happened with Kahneman and Tversky introducing the groundbreaking “prospect theory” in 1979 and receiving the Nobel Prize for the same. Since that time, this discipline has revolutionised the way we perceive traditional finance. It highlights the fact that we are dealing with real people in the real markets that are far from being either perfect or rational. Emotions rule the market as well as our decisions. They have been responsible for creating disruptions in the market that could no longer be satisfactorily explained by rational models like Markowitz portfolio theory or the capital asset pricing model. Thus, behavioural studies have become essential to finance. As a result, this discipline has grown by leaps and bounds in recent times with notable research contributed by experts such as Richard Thaler, Robert Shiller, Andrei Shleifer, Terrance Odean, Hersh Shefrin, Meir Statman, Nicholas Barberis, John Nofsinger and many significant others. In fact, the amount of literature in this field has become so extensive that it is a daunting task to compile every aspect in a single work. Nevertheless, we make an attempt to cover the major aspects of behavioural finance with this resource. This resource is an attempt to introduce behavioural finance as a discipline in the light of the financial decision-making process. It must be kept in mind that although behavioural finance models and concepts are extremely useful and relevant, they are difficult to implement. They lack the concreteness of standard finance. Therefore, behavioural finance cannot completely replace rational finance; it can only supplement it. In this regard, the resource discusses the existing standard finance models as well as their behavioural counterparts. It analyses the various behavioural biases in detail as well as their influence on individual and institutional investors. Special emphasis has been laid on the upcoming areas in this discipline, such as neurofinance, emotional finance, social influence and moods. A new chapter on experimental finance has been introduced to elucidate the importance and usage of experimental design in financial research. The organisation of the resource is as follows. The resource is divided into 7 parts and 16 chapters. Part I: Behavioural Finance: Foundations and Key Concepts. This part comprises four chapters. Chapter 1 discusses the history of behavioural finance and the classical and neoclassical approaches to investor and market behaviour. It provides a continuum of behavioural research that has been done since the time Charles Mackay documented the first asset pricing bubble, Tulipomania, in 1841. The discussion progresses to the behavioural observations of Adam Smith, Keynes and other notable researchers of that time. It further talks about the time when traditional theories dominated the financial arena and subsequently deals with the leakages in the traditional concepts that led to the evolution of behavioural finance as a discipline. This chapter identifies that there are two approaches to understanding the markets, namely the traditional or standard approach and the behavioural approach. These approaches are extensively explained in Chapters 2 and 3. Chapter 2 provides the foundations of traditional finance that are built on the concept of rationality. It analyses concepts such as the expected utility theory, Markowitz portfolio theory, capital asset pricing model and the efficient market hypothesis. Finally, it gives a brief insight into what went wrong with these theories. Chapter 3 is built on the lacunae of traditional theories mentioned in the previous chapter. It discusses the central tenets of prospect theory that provides an alternative to the expected utility theory. It further discusses key behavioural concepts such as framing and mental accounting that can significantly influence the decision-making process. Further, Chapter 4 analyses the neurological factors behind investor behaviour. It discusses the role of the human brain in shaping the decision-making behaviour of individuals. It throws light on concepts such as the triune brain, hormone secretion in the body and its role in investor decision making. This chapter establishes the main line of differences in three disciplines, that is, traditional finance, behavioural finance and neurofinance. It develops an understanding of the neural mechanisms that work behind loss avoidance and the disposition effect. Most importantly, it also entails a discussion on the implications of neurofinance for practitioners. Part II: Behavioural Biases. This part deals with the psychological intricacies of how investors behave. It shows that consciously or unconsciously we give in to our human nature. This human nature is a complex intermingling of cognition, emotion, moods and sentiments that can significantly influence our decisions. Further, by following our innate urges, we tend to make financial follies in the market that can cost us dearly. These urges that influence our behaviour to make mistakes are known as behavioural biases. Owing to their significance, the detailed discussion on these biases has been divided into three parts. Chapter 5 gives an overview of various behavioural biases. It analyses the basis of segregation of biases that could be cognitive or emotional, heuristic-driven or frame-based. This chapter also talks about the biases that are a result of two or more psychological factors which make them difficult to categorise in any of the above-mentioned categories. The discussion is taken forward with Chapters 6 and 7. Chapter 6 talks about the heuristic-driven biases. It accounts for the evolution of heuristics as a way to simplify the complex decision-making process. They were considered mental shortcuts for making decisions. It further segregates the different types of heuristics that are used by the investors over a period of time. Subsequently, the chapter talks about how these mental shortcuts morphed into biases of the investors and came to be known as the heuristic-driven biases. The chapter finally discusses the implications of these biases in the portfolio selection decisions of the investors. Chapter 7 deals with another category of biases that are called frame-dependent biases. It signifies the role of psychological factors such as moods, emotions and sentiments that have a bearing on our perspective or frame of mind. Driven by this biased perspective, we fall prey to several behavioural mistakes collectively called the frame-dependent biases. A detailed account of such select biases is being provided in this chapter. The chapter concludes with the role that regret, responsibility and expert advice play in the financial decision-making process. Part III: Market Forces. This section deals with the various forces that can make the markets inefficient. It specifically focuses on the psychological and emotional forces that govern market behaviour. Evidence proves that these forces are potent enough to create inconsistencies in the market that emerge in the form of anomalies. It further explains that investors can strategise themselves judiciously to take advantage of such anomalies and gain superior returns. The discussion on this matter has been divided into two chapters. Chapter 8 analyses the proponents of the efficient market hypothesis and the challenges faced by them due to the forces of greed, hope and fear. It gives an account of various market anomalies and the opportunities they provide to beat the market. Further, it discusses the new age concept of market efficiency that comes under the purview of the behavioural market hypothesis. This includes theories such as the functional fixation hypothesis, fractal market hypothesis, adaptive market hypothesis and noisy market hypothesis. Chapter 9 adds on to Chapter 8 in that it dissects the process of building an investment strategy. It discusses that broadly there are two types of investment strategies: active and passive. It further notes that while traditional criteria suggest a passive strategy, the behavioural approach favours an active strategy. The behavioural approach argues that since the markets are imperfect, investors can capitalise on the imperfections by actively managing their portfolio. This can be achieved by following strategies such as the momentum and reversal strategies, value investing and the use of sentiment indicators to outperform the markets. The chapter also explores the contemporary trends in behavioural investing, such as the role of colours and investors’ personality type in the decision-making process. Part IV: Emotional and Social Forces. This part deals with the most recent development in the behavioural finance discipline, that is, the emotional and social forces. This part comprises two chapters. Chapter 10 introduces the concepts underlying emotional finance. It enables the readers to understand the role of emotions, both conscious and unconscious, in investor decision making. Evidence suggests that emotions have been instrumental in creating asset pricing bubbles. This chapter highlights how and why such bubbles happen. It also discusses the application of emotional finance theories in real life. Chapter 11 further analyses the role of social forces such as culture and individual psychological factors, like moods, in affecting financial behaviour. More specifically, it assists readers in comprehending the impact of religion on investor decision making. This chapter firstly builds on the understanding of various types of social networks and thereafter establishes the contribution of various forms of societal interactions in the decision-making process. Last but not least, it puts forward the influence of moods on trading behaviour, financial performance and the construction of a portfolio with mood effects. Part V: Institutional Investors’ Behaviour. This part comprises two chapters that provide an in-depth account of the institutional investors’ decisions and their behavioural discrepancies. Chapter 12 analyses the theoretical underpinnings of behavioural biases of institutional investors. It discusses various psychological, sociological and biological factors that shape investors’ behaviour and their anomalies. This chapter describes the most prominent behavioural biases of institutional investors and their subsequent impact on their trading behaviour. It also compares how the behavioural biases vary between individual investors and institutional investors. It enables the readers to identify the various factors that lead to heterogeneity in the behaviour and decision making of institutional investors. Chapter 13 deals with demystifying the behavioural biases of market professionals such as portfolio managers, financial analysts, financial planners and advisers. It gives an overview of the regulatory regimes of different investment fund schemes functioning in India. The readers will gain insight into the impact of behavioural biases of financial professionals on financial decision making. It builds on concepts like principal-agent conflicts between clients and advisers and possible solutions to address them. This chapter further involves a detailed discussion on the different modes of fee and compensation structures of financial advisers and the agency costs associated with financial advice. Part VI: Practical Applications of Behavioural Finance. This part comprises two chapters. Chapter 14 emphasises the salient terminology associated with behavioural corporate finance. It deals with behavioural corporate finance and discusses the role of sentiments and behaviour in critical corporate finance decisions such as capital budgeting decisions, dividend policy decisions, financing decisions, initial public offerings (IPOs), mergers and acquisitions. It also explores the implications of sentiments on corporate governance decisions, loyalty and agency conflicts. Chapter 15 unravels the psychology and mechanism of financial planning in detail. It attempts to provide an understanding of various behavioural biases that hinder the planning process and other financial decisions. It discusses the history of financial planning in India and abroad, its process and the role of financial literacy in it. It enables the readers to categorise various investors into different types based on the behavioural biases they possess and subsequent asset allocation recommendations for them. Finally, it delves into various behavioural biases which may intervene in the hiring of a financial planner. Part VII: The Way Forward. This part explores the future direction of behavioural finance. In this segment, a new chapter 16 on Experimental Finance is introduced. The chapter builds the foundations of understanding the importance of experiments in finance. It highlights the relevance of experimental design in examining investor behaviour, market dynamics and decision-making process. Further, it explains how well-designed experiments can uncover and mitigate the biases. The chapter concludes with practical guidance on designing experiments to test financial concepts. The final chapter 17 provides a brief introduction on how this field has progressed so far, the challenges it faced, and the milestones achieved. It suggests that the scope of this discipline is extremely wide with tremendous research potential at almost every level. It takes the discussion forward by suggesting that the future research in this area will be very specific, and goal based. For instance, these goals could be finding better investment strategies, delving deeper into the mind of practitioners and role of behaviour in other streams of finance. This chapter includes upcoming areas such as, value investing, inter-linkage between behavioural finance and financial regulations, and forensic accounting. This resource provides a comprehensive account of significant existing and upcoming areas of behavioural finance. It has been developed keeping in mind the readers for whom this is the first introduction to this discipline. Therefore, the language of the text is kept simple and rigour to the minimum so that it is user-friendly. It mainly caters to the needs of students of postgraduate management courses. It captures the majority of the relevant topics of behavioural finance prescribed in the syllabi of various universities across India. The resource is made interesting and informative with the help of a number of case insights, figures, box items and real-life analogies. We hope that it will appeal to professional as well as layman readers alike. We welcome any suggestions for further enrichment of the resource.

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【课题申请】国家社科基金与教育规划项目申请经验与范文合集  https://bbs.pinggu.org/thread-11494635-1-1.html
【课题申报】国家重点研发计划项目申报书与答辩PPT范文 https://bbs.pinggu.org/thread-12468223-1-1.html

【营销管理】夜市、美食、集市、商业步行街、游园会活动策划方案合集 https://bbs.pinggu.org/thread-11840115-1-1.html
【旅游管理】2.4G智慧旅游与文旅小镇策划与规划方案合集 https://bbs.pinggu.org/thread-11836443-1-1.html
【商业管理】2020-2023最新三创赛与挑战杯案例资料合集(计划书策划书+PPT) https://bbs.pinggu.org/thread-11836424-1-1.html
【市场营销】2023年全国大学生市场调查与分析大赛资料 https://bbs.pinggu.org/thread-11834931-1-1.html
【商业管理】6200份商业计划书与项目策划书资料合集 https://bbs.pinggu.org/thread-11543286-1-1.html
【营销管理】800份互联网平台营销与广告案例资料(B站,小红书,抖音) https://bbs.pinggu.org/thread-11627149-1-1.html
[学习资料] 【营销管理】600份互联网营销方案案例合集  https://bbs.pinggu.org/thread-11627113-1-1.html
乡村振兴、田园综合体、乡村扶贫规划文本资料 https://bbs.pinggu.org/thread-11285862-1-1.html
[学习资料] 【三农管理】乡村振兴规划案例资料合集(2023年更新) https://bbs.pinggu.org/thread-11627052-1-1.html
2022年最新商业营销策划学习资料 https://bbs.pinggu.org/thread-10998743-1-1.html
【营销学习资料】商务活动策划与营销策划案例学习资料 https://bbs.pinggu.org/thread-10944060-1-1.html
医美营销策划资料 https://bbs.pinggu.org/thread-10889205-1-1.html
快消行业营销策划方案与案例学习资料 https://bbs.pinggu.org/thread-10871343-1-1.html
400份营销策划方案学习资料 https://bbs.pinggu.org/thread-10683076-1-1.html
餐饮、食品、休闲零食营销策划方案学习资料 https://bbs.pinggu.org/thread-11037931-1-1.html
1500份快消日用品营销案例 https://bbs.pinggu.org/thread-11042938-1-1.html

Excel审计底稿模板 https://bbs.pinggu.org/thread-10842624-1-1.html
会计师事务所审计底稿 https://bbs.pinggu.org/thread-10842619-1-1.html
内部审计底稿 https://bbs.pinggu.org/thread-10287768-1-1.html
会计文档与审计底稿资料 https://bbs.pinggu.org/thread-11044510-1-1.html
https://bbs.pinggu.org/thread-10429087-1-1.html 事务所审计工作实务学习资料
https://bbs.pinggu.org/thread-8252018-1-1.html  审计实务与工作底稿案例学习资料
https://bbs.pinggu.org/thread-11194304-1-1.html 审计报告常用模板与案例合集
https://bbs.pinggu.org/thread-10287768-1-1.html [学习资料] 内部审计底稿文档资料
https://bbs.pinggu.org/thread-10842619-1-1.html [学习资料] Excel版审计底稿模板学习资料
https://bbs.pinggu.org/thread-10842624-1-1.html [学习资料] 会计师事务所审计底稿学习资料
https://bbs.pinggu.org/thread-11073706-1-1.html 内部审计底稿与经验案例学习资料
https://bbs.pinggu.org/thread-11306657-1-1.html 【学习范例】审计底稿范例学习资料(word和Excel)合集
https://bbs.pinggu.org/thread-11246005-1-1.html 【管理资料】审计工作底稿、内部控制制度与手册、会计审核指导资料
https://bbs.pinggu.org/thread-11269243-1-1.html [学习资料] 审计底稿实例合集学习资料(2.1G)
https://bbs.pinggu.org/thread-11269243-1-1.html [学习资料] 财务管理、会计行业学习资料与工具模板合集
https://bbs.pinggu.org/thread-11306657-1-1.html 【实例资料】审计底稿实例学习资料(1.12G)

【生产管理】8D问题解决法资料合集  https://bbs.pinggu.org/thread-11485557-1-1.html
【工具与模板】2100份人力资源工具与模板合集 https://bbs.pinggu.org/thread-11485412-1-1.html
【人力资源管理】绩效分析工具与方案合集资料 https://bbs.pinggu.org/thread-11491459-1-1.html
【人力资源管理】企业员工培训课件与讲义资料合集https://bbs.pinggu.org/thread-11484955-1-1.html
https://bbs.pinggu.org/thread-11273179-1-1.html 2023年人力资源培训计划方案与工具合集
https://bbs.pinggu.org/thread-11038366-1-1.html 【文档资料】人力资源管理制度与文档学习资料

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