MARC details
| 000 -LEADER |
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| fixed length control field |
04227cam a2200361 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
15292798 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20210829110211.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
080507s2008 ne a b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780123743565 (hardcover) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0123743567 (hardcover) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
FUE |
| Transcribing agency |
DLC |
| Modifying agency |
C#P |
| -- |
BAKER |
| -- |
BWX |
| -- |
DLC |
| Description conventions |
rda |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.63221 |
| Edition number |
22 |
| Item number |
S.H.B |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Shefrin, Hersh, |
| Dates associated with a name |
1948- |
| 9 (RLIN) |
4404 |
| Relator term |
author |
| 245 12 - TITLE STATEMENT |
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| Title |
A behavioral approach to asset pricing / |
| Statement of responsibility, etc |
Hersh Shefrin. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
Second edition |
| 264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Amsterdam ; |
| -- |
Boston : |
| Name of publisher, distributor, etc |
Academic Press/Elsevier, |
| Date of publication, distribution, etc |
[2008] |
| 264 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
©2008. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxvii, 604 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
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| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
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| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
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| Source |
rdacarrier |
| Carrier type term |
volume |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Academic Press advanced finance series |
| 9 (RLIN) |
4405 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references (p. [563]-586) and index. |
| 505 #0 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1. Introduction --<br/>I. Heuristics and representativeness : experimental evidence --<br/>2. Representativeness and Bayes rule : psychological perspective --<br/>3. Representativeness and Bayes rule : economics perspective --<br/>4. simple asset pricing model featuring representativeness --<br/>5. Heterogeneous judgments in experiments --<br/>II. Heuristics and representativeness : investor expectations --<br/>6. Representativeness and heterogeneous beliefs among individual investors, financial executives, and academics --<br/>7. Representativeness and heterogeneity in the judgments of professional investors --<br/>III. Developing behavioral asset pricing models --<br/>8. simple asset pricing model with heterogeneous beliefs --<br/>9. Heterogeneous beliefs and inefficient markets --<br/>10. simple market model of prices and trading volume --<br/>11. Efficiency and entropy : long-run dynamics --<br/>IV. Heterogeneity in risk tolerance and time discounting --<br/>12. CRRA and CARA utility functions --<br/>13. Heterogeneous risk tolerance and time preference --<br/>14. Representative investors in a heterogeneous CRRA model --<br/>V. Sentiment and behavioral SDF --<br/>15. Sentiment --<br/>16. Behavioral SDF and the sentiment premium --<br/>VI. Applications of behavioral SDF --<br/>17. Behavioral betas and mean-variance portfolios --<br/>18. Cross-section of return expectations --<br/>19. Testing for a sentiment premium --<br/>20. behavioral approach to the term structure of interest rates --<br/>21. Behavioral Black-Scholes --<br/>22. Irrational exuberance and option smiles --<br/>23. Empirical evidence in support of behavioral SDF --<br/>VII. Behavioral preferences --<br/>24. Prospect theory : introduction --<br/>25. Prospect theory portfolios --<br/>26. SP/A theory : introduction --<br/>27. SP/A-based behavioral portfolio theory --<br/>28. Equilibrium with behavioral preferences --<br/>29. disposition effect : trading behavior and pricing --<br/>30. Reflections on the equity premium puzzle VIII. Future directions and closing comments --<br/>31. Continuous time behavioral equilibrium models --<br/>32. Conclusion. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
"Incorporating the latest theory and empirical research, the second edition of A Behavioral Approach to Asset Pricing provides the most up-to-date and comprehensive discussion of how psychology affects market activity. The key message remains: that the future of asset pricing theory lies in bringing together the powerful SDF-based tools adopted by neoclassical asset pricing theorists and the more realistic assumptions adopted by behavioral asset pricing theorists. The most important equation in the first edition is the decomposition of the log-SDF into sentiment and a fundamental component. In the second edition, Shefrin extends the analysis to demonstrate how this equation can be generalized to encompass the combination of behavioral preferences and behavioral beliefs. This generalization provides a unified approach that ties together the main ideas in the book."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Capital assets pricing model. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Abstract |
| Uniform Resource Identifier |
<a href="http://repository.fue.edu.eg/xmlui/handle/123456789/2548">http://repository.fue.edu.eg/xmlui/handle/123456789/2548</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |