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作者：Hersh Shefrin
Mario L. Belotti Professor of Finance
Leavey School of Business
Santa Clara University
Copyright c 2005, Elsevier Inc. All rights reserved.
contents Preface 1 Introduction I Heuristics and Representativeness: Experimental Evidence 2 Representativeness and Bayes Rule: Psychological Perspective 3 Representativeness and Bayes Rule: Economics Perspective 4 A Simple Asset Pricing Model Featuring Representativeness 5 Heterogeneous Judgments in Experiments II Heuristics and Representativeness: Investor Expectations 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics 7 Representativeness and Heterogeneity in the Judgments of Professional Investors III Developing Behavioral Asset Pricing Models 8 A Simple Asset Pricing Model with Heterogeneous Beliefs 9 Heterogeneous Beliefs and Inefficient Markets 10 A Simple Market Model of Prices and Trading Volume 11 Efficiency and Entropy: Long-Run Dynamics IV Heterogeneity in Risk Tolerance and Time Discounting 12 CRRA and CARA Utility Functions 13 Heterogeneous Risk Tolerance and Time Preference 14 Representative Investors in a Heterogeneous CRRA Model V Sentiment and Behavioral SDF 15 Sentiment 16 Behavioral SDF and the Sentiment Premium VI Applications of Behavioral SDF 17 Behavioral Betas and Mean-Variance Portfolios 18 Cross-section of Return Expectations 19 Testing for a Sentiment Premium 20 A Behavioral Approach to the Term Structure of Interest Rates 21 Behavioral Black–Scholes 22 Irrational Exuberance and Option Smiles 23 Empirical Evidence in Support of Behavioral SDF VII Prospect Theory 363 24 Prospect Theory: Introduction 25 Behavioral Portfolios 26 Prospect Theory Equilibrium 27 Pricing and Prospect Theory: Empirical Studies 28 Reflections on the Equity Premium Puzzle VIII Closure 29 Conclusion References Index
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