Behavioral heterogeneity in the CAPM with evolutionary dynamics
Year of publication: |
2022
|
---|---|
Authors: | Hens, Thorsten ; Naebi, Fatemeh |
Published in: |
Journal of evolutionary economics. - Berlin : Springer, ISSN 1432-1386, ZDB-ID 1459309-9. - Vol. 32.2022, 5, p. 1499-1521
|
Subject: | CAPM | Evolutionary Dynamics | Fundamental Beta | Heterogeneous Behavior | Theorie | Theory | Evolutionsökonomik | Evolutionary economics | Betafaktor | Beta risk | Verhaltensökonomik | Behavioral economics |
Description of contents: | Description [doi.org] |
-
Behavioral heterogeneity in the CAPM with evolutionary dynamics
Hens, Thorsten, (2022)
-
Beta herding through overconfidence : a behavioral explanation of the low-beta anomaly
Hwang, Soosung, (2021)
-
New risks in the new beta coefficient : behavioral approach
Bogatyrev, S. Yu., (2021)
- More ...
-
Behavioral Heterogeneity in the CAPM with an Application to the Low-Beta Anomaly
Hens, Thorsten, (2019)
-
Behavioral heterogeneity in the CAPM with evolutionary dynamics
Hens, Thorsten, (2022)
-
Hens, Thorsten, (2021)
- More ...