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雷达卡
一本关于行为金融定价的书,2003年出版,清晰PDF格式，部分目录如下：
1 Introduction 1
2 Representativeness and Bayes Rule: Psychological
Perspective 15
3 Representativeness and Bayes Rule: Economics
Perspective 25
.4 A Simple Asset Pricing Model Featuring
Representativeness 33
5 Heterogeneous Judgments in Experiments 43
6 Representativeness and Heterogeneous Beliefs Among
Individual Investors, Financial Executives, and
Academics 61
7 Representativeness and Heterogeneity in the Judgments
of Professional Investors 75
8 A Simple Asset Pricing Model with Heterogeneous
Beliefs 99
9 Heterogeneous Beliefs and Inefficient Markets 111
10 A Simple Market Model of Prices and Trading Volume 123
11 Efficiency and Entropy: Long-Run Dynamics 141
12 CRRA and CARA Utility Functions 161
13 Heterogeneous Risk Tolerance and Time Preference 175
14 Representative Investors in a Heterogeneous
CRRA Model 185
15 Sentiment 203
16 Behavioral SDF and the Sentiment Premium 221
17 Behavioral Betas and Mean-Variance Portfolios 241
18 Cross-section of Return Expectations 255
20 A Behavioral Approach to the Term Structure
of Interest Rates 289
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