Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Mihály Ormos, Dusán Timotity
| Year of publication: |
January 2016
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|---|---|
| Authors: | Ormos, Mihály ; Timotity, Dusán |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part B, p. 967-980
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| Subject: | Behavioral finance | Asset pricing | Prospect Theory | Anchoring | Conditional Value-at-Risk | Downside risk | Prospect theory | CAPM | Risikomaß | Risk measure | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.10.036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011643117