[下载]Behavioral Asset Pricing

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Behavioral Asset Pricing 宏篇巨著，重磅出击。可与Cochrane的Asset Pricing 比较阅读。

The main pillars of pricing in neoclassical finance are the efficient market hypothesis, factor models such as the capital asset pricing model, Black–Scholes option pricing theory, and mean-variance efficient portfolios.

BUT There are several puzzles in traditional asset pricing:the equity premium puzzle, interest rate puzzle, volatility puzzle,expectations hypothesis, and pricing kernel puzzle.

This book demonstrates how the main pillars of asset pricing are impacted when<br/>the traditional neoclassical assumptions are replaced by heuristics, biases,and prospect theory.

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关键词：behavioral Behavior Pricing Pricin Asset 下载 Pricing behavioral Asset

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似乎已经有人上传过了，呵呵。

啊，也不说清楚，连书籍题目都“故意”给错，害我浪费了5论坛币！！！

内为：Shefrin 的A Behavioral Approach to Asset Pricing，论坛上早就有了，建议版主如楼主所愿，将其删除！