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A behavioral approach to asset pricing

Shefrin, Hersh - 2005

Persistent link: https://www.econbiz.de/10002151526

A behavioral approach to asset pricing

Shefrin, Hersh - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003686247

A Behavioral Approach to Asset Pricing

Shefrin, Hersh - 2005 - 1. Aufl.

A Behavioral Approach to Asset Pricing Theory examines the reigning assumptions of asset pricing theory and reconstructs them to incorporate findings from behavioral finance. It constructs a solid, intact structure that challenges classic assumptions and at the same time provides a strong theory...

Persistent link: https://www.econbiz.de/10012674398

Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000

Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002

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Stochastic volatility, jumps and hidden time changes

Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90

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Time changes for Lévy processes

Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 79-96

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Option surface statistics with applications

Madan, Dilip B.; Wang, King - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-16

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Short option maturity term structures of skewness and excess kurtosis

Madan, Dilip B.; Wang, King - In: Applied mathematical finance 31 (2024) 1, pp. 37-56

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Risk conscious investment

Madan, Dilip B.; Schoutens, Wim; Wang, King - In: Quantitative finance 24 (2024) 10, pp. 1401-1421

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On pricing risky loans and collateralized fund obligations

Eberlein, Ernst; German, Helyette; Madan, Dilip B. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 37-54

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