Assetpreise: Traditionelle Theorie versus Behavioral Finance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Saarbrücken
VDM Verl. Dr. Müller
2006
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | 101 S. graph. Darst. 210 mm x 148 mm |
| ISBN: | 9783865504036 3865504035 |
Internformat
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Datensatz im Suchindex
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7
Inhaltsverzeichnis
Einleitung 9
1 Traditionelles Assetpricing 7 7
1.1 Markteffizienzhypothese 11
1.2 Rationale Asset Pricing Modelle 15
1.3 Stochastischer Diskontfaktor 19
1.3.1 Faktorstruktur des SDF in einperiodigen Modellen 21
1.3.2 Net Present Value (NPV) 30
1.3.3 Intertemporale Asset Pricing Modelle 33
2 Asset Pricing Puzzles 37
2.1 CAPM Anomalien 37
2.2 Anomalien intertemporaler Asset Pricing Modelle 48
3 Behavioral Finance 57
3.1 Evidenz für Fehlbewertungen 57
3.2 Limits of Arbitrage 58
3.3 Verhaltensanomalien 69
3.4 Prospect Theorie 78
3.5 Behavioral Modelle als Alternative 84
Schlussbetrachtung 86
Literaturverzeichnis 89 |
| adam_txt |
7
Inhaltsverzeichnis
Einleitung 9
1 Traditionelles Assetpricing 7 7
1.1 Markteffizienzhypothese 11
1.2 Rationale Asset Pricing Modelle 15
1.3 Stochastischer Diskontfaktor 19
1.3.1 Faktorstruktur des SDF in einperiodigen Modellen 21
1.3.2 Net Present Value (NPV) 30
1.3.3 Intertemporale Asset Pricing Modelle 33
2 Asset Pricing Puzzles 37
2.1 CAPM Anomalien 37
2.2 Anomalien intertemporaler Asset Pricing Modelle 48
3 Behavioral Finance 57
3.1 Evidenz für Fehlbewertungen 57
3.2 Limits of Arbitrage 58
3.3 Verhaltensanomalien 69
3.4 Prospect Theorie 78
3.5 Behavioral Modelle als Alternative 84
Schlussbetrachtung 86
Literaturverzeichnis 89 |
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| dewey-full | 332.63222 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63222 |
| dewey-search | 332.63222 |
| dewey-sort | 3332.63222 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| index_date | 2024-07-02T15:51:03Z |
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| institution | BVB |
| isbn | 9783865504036 3865504035 |
| language | German |
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| physical | 101 S. graph. Darst. 210 mm x 148 mm |
| publishDate | 2006 |
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| spelling | Jahnke, Dominik Verfasser aut Assetpreise Traditionelle Theorie versus Behavioral Finance Dominik Jahnke Saarbrücken VDM Verl. Dr. Müller 2006 101 S. graph. Darst. 210 mm x 148 mm txt rdacontent n rdamedia nc rdacarrier Anlageverhalten (DE-588)4214003-1 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Anlageverhalten (DE-588)4214003-1 s DE-604 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=2843345&prov=M&dok_var=1&dok_ext=htm Inhaltstext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015023522&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jahnke, Dominik Assetpreise Traditionelle Theorie versus Behavioral Finance Anlageverhalten (DE-588)4214003-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4214003-1 (DE-588)4121078-5 |
| title | Assetpreise Traditionelle Theorie versus Behavioral Finance |
| title_auth | Assetpreise Traditionelle Theorie versus Behavioral Finance |
| title_exact_search | Assetpreise Traditionelle Theorie versus Behavioral Finance |
| title_exact_search_txtP | Assetpreise Traditionelle Theorie versus Behavioral Finance |
| title_full | Assetpreise Traditionelle Theorie versus Behavioral Finance Dominik Jahnke |
| title_fullStr | Assetpreise Traditionelle Theorie versus Behavioral Finance Dominik Jahnke |
| title_full_unstemmed | Assetpreise Traditionelle Theorie versus Behavioral Finance Dominik Jahnke |
| title_short | Assetpreise |
| title_sort | assetpreise traditionelle theorie versus behavioral finance |
| title_sub | Traditionelle Theorie versus Behavioral Finance |
| topic | Anlageverhalten (DE-588)4214003-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | Anlageverhalten Capital-Asset-Pricing-Modell |
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