Risk, Return and Risk Aversion: A Behavioral Rendition

Behavioral finance and classical finance based on utility maximization appear to be mutually exclusive schools of thought. Despite the fundamental difference, we show that behavioral finance also has a linear relation between risk and return. This relation is obtained without the assumptions of mark...

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主要作者: Ting, Hian Ann, Christopher
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2004
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在線閱讀:https://ink.library.smu.edu.sg/lkcsb_research/2338
https://ink.library.smu.edu.sg/context/lkcsb_research/article/3337/viewcontent/2204paper_ghmom.pdf
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機構: Singapore Management University
語言: English