Asset pricing model estimation errors during rational and irrational investor behavior periods
Year of publication: |
2019
|
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Authors: | Marsh, Michael G. ; Muchnick, Marc |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 13.2019, 2, p. 45-69
|
Subject: | Asset Pricing | Behavioral Finance | Irrationality | Beta | Anlageverhalten | Behavioural finance | CAPM | Verhaltensökonomik | Behavioral economics | Rationalität | Rationality | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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