LIBROS DEL AUTOR: james ming chen

4 resultados para LIBROS DEL AUTOR: james ming chen

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  • Finance and the Behavioral Prospect
    James Ming Chen
    This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral departures from rationality spur momentum, irrational exuberance, and speculative bubbles. Behavioral accounting undermin...
    Disponible

    133,61 €

  • Econophysics and Capital Asset Pricing
    James Ming Chen
    This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were 'atomic' in the original Greek sense: uncut and indivisible. By analogy to the Standard Model ...
    Disponible

    156,77 €

  • Finance and the Behavioral Prospect
    James Ming Chen
    This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral departures from rationality spur momentum, irrational exuberance, and speculative bubbles. Behavioral accounting undermin...
    Disponible

    131,92 €

  • Postmodern Portfolio Theory
    James Ming Chen
    This survey of portfolio theory, from its modern origins through more sophisticated, 'postmodern' incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that more accurately describe abnormal markets and investor psychology, this book bifurcates bet...
    Disponible

    168,79 €