A behavioral approach to asset pricing /:
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 and...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam ; Boston :
Elsevier Academic Press,
©2005.
|
| Schriftenreihe: | Academic Press advanced finance series.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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 and efficient empirical tools. Building on the models developed by both traditional asset pricing theorists and behavioral asset pricing theorists, this book takes the discussion to the next step. The author provides a general behaviorally based intertemporal treatment of asset pricing theory that extends to the discussion of derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book develops a series of examples to illustrate the theoretical results. The CD-ROM contains most of the examples, worked out as Excel spreadsheets, so that a diligent reader can follow them through. Instructors might also want to use the examples to assign class exercises, asking students to modify the numbers and see what happens. |
| Beschreibung: | 1 online resource (xxi, 488 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 457-471) and index. |
| ISBN: | 1423708229 9781423708223 0080476031 9780080476032 1281008362 9781281008367 9780126393712 0126393710 9780120887835 0120887835 |
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| 245 | 1 | 2 | |a A behavioral approach to asset pricing / |c Hersh Shefrin. |
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| 490 | 1 | |a Academic Press advanced finance series | |
| 504 | |a Includes bibliographical references (pages 457-471) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover -- Contents -- 1 Introduction -- 1.1 Why Read This Book? -- 1.2 Organization: How the Ideas in This Book Tie Together -- 1.3 Summary -- Part I -- Heuristics and Representativeness: Experimental Evidence -- 2 Representativeness and Bayes Rule: Psychological Perspective -- 2.1 Explaining Representativeness -- 2.2 Implications for Bayes Rule -- 2.3 Experiment -- 2.4 Representativeness and Prediction -- 2.5 Summary -- 3 Representativeness and Bayes Rule: Economics Perspective -- 3.1 The Grether Experiment -- 3.2 Representativeness -- 3.3 Results -- 3.4 Summary -- 4 A Simple Asset Pricing Model Featuring Representativeness -- 4.1 First Stage, Modified Experimental Structure -- 4.2 Expected Utility Model -- 4.3 Equilibrium Prices -- 4.4 Representativeness -- 4.5 Second Stage: Signal-Based Market Structure -- 4.6 Summary -- 5 Heterogeneous Judgments in Experiments -- 5.1 Grether Experiment -- 5.2 Heterogeneity in Predictions of GPA -- 5.3 The De Bondt Experiment -- 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy -- 5.5 Summary -- Part II -- Heuristics and Representativeness: Investor Expectations -- 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics -- 6.1 Individual Investors -- 6.2 The Expectations of Academic Economists -- 6.3 Financial Executives -- 6.4 Summary -- 7 Representativeness and Heterogeneity in the Judgments of Professional Investors -- 7.1 Contrasting Predictions: How Valid? -- 7.2 Update to Livingston Survey -- 7.3 Individual Forecasting Records -- 7.4 Gambler's Fallacy -- 7.5 Why Heterogeneity Is Time Varying -- 7.6 Summary -- Part III -- Developing Behavioral Asset Pricing Models -- 8 A Simple Asset Pricing Model with Heterogeneous Beliefs -- 8.1 A Simple Model with Two Investors -- 8.2 Equilibrium Prices -- 8.3 Fixed Optimism and Pessimism -- 8.4 Incorporating Representativeness -- 8.5 Summary -- 9 Heterogeneous Beliefs and Inefficient Markets -- 9.1 Defining Market Efficiency -- 9.2 Market Efficiency and Logarithmic Utility -- 9.3 Equilibrium Prices as Aggregators -- 9.4 Market Efficiency: Necessary and Sufficient Condition -- 9.5 Interpreting the Efficiency Condition -- 9.6 Summary -- 10 A Simple Market Model of Prices and Trading Volume -- 10.1 The Model -- 10.2 Analysis of Returns -- 10.3 Analysis of Trading Volume -- 10.4 Example -- 10.5 Arbitrage -- 10.6 Summary -- 11 Efficiency and Entropy: Long-Run Dynamics -- 11.1 Introductory Example -- 11.2 Entropy -- 11.3 Numerical Illustration -- 11.4 Markov Beliefs -- 11.5 Heterogeneous Time Preference, Entropy, and Efficiency -- 11.6 Entropy and Market Efficiency -- 11.7 Summary -- Part IV -- Heterogeneity in Risk Tolerance and Time Discounting -- 12 CRRA and CARA Utility Functions -- 12.1 Arrow-Pratt Measure -- 12.2 Proportional Risk -- 12.3 Constant Relative Risk Aversion -- 12.4 Logarithmic Utility -- 12.5 CRRA Demand. | |
| 520 | |a 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 and efficient empirical tools. Building on the models developed by both traditional asset pricing theorists and behavioral asset pricing theorists, this book takes the discussion to the next step. The author provides a general behaviorally based intertemporal treatment of asset pricing theory that extends to the discussion of derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book develops a series of examples to illustrate the theoretical results. The CD-ROM contains most of the examples, worked out as Excel spreadsheets, so that a diligent reader can follow them through. Instructors might also want to use the examples to assign class exercises, asking students to modify the numbers and see what happens. | ||
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 6 | |a Modèle d'évaluation des actifs financiers. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
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| 650 | 0 | 7 | |a Risk management. |2 cct |
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| 650 | 7 | |a Risk management |2 fast | |
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| contents | Cover -- Contents -- 1 Introduction -- 1.1 Why Read This Book? -- 1.2 Organization: How the Ideas in This Book Tie Together -- 1.3 Summary -- Part I -- Heuristics and Representativeness: Experimental Evidence -- 2 Representativeness and Bayes Rule: Psychological Perspective -- 2.1 Explaining Representativeness -- 2.2 Implications for Bayes Rule -- 2.3 Experiment -- 2.4 Representativeness and Prediction -- 2.5 Summary -- 3 Representativeness and Bayes Rule: Economics Perspective -- 3.1 The Grether Experiment -- 3.2 Representativeness -- 3.3 Results -- 3.4 Summary -- 4 A Simple Asset Pricing Model Featuring Representativeness -- 4.1 First Stage, Modified Experimental Structure -- 4.2 Expected Utility Model -- 4.3 Equilibrium Prices -- 4.4 Representativeness -- 4.5 Second Stage: Signal-Based Market Structure -- 4.6 Summary -- 5 Heterogeneous Judgments in Experiments -- 5.1 Grether Experiment -- 5.2 Heterogeneity in Predictions of GPA -- 5.3 The De Bondt Experiment -- 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy -- 5.5 Summary -- Part II -- Heuristics and Representativeness: Investor Expectations -- 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics -- 6.1 Individual Investors -- 6.2 The Expectations of Academic Economists -- 6.3 Financial Executives -- 6.4 Summary -- 7 Representativeness and Heterogeneity in the Judgments of Professional Investors -- 7.1 Contrasting Predictions: How Valid? -- 7.2 Update to Livingston Survey -- 7.3 Individual Forecasting Records -- 7.4 Gambler's Fallacy -- 7.5 Why Heterogeneity Is Time Varying -- 7.6 Summary -- Part III -- Developing Behavioral Asset Pricing Models -- 8 A Simple Asset Pricing Model with Heterogeneous Beliefs -- 8.1 A Simple Model with Two Investors -- 8.2 Equilibrium Prices -- 8.3 Fixed Optimism and Pessimism -- 8.4 Incorporating Representativeness -- 8.5 Summary -- 9 Heterogeneous Beliefs and Inefficient Markets -- 9.1 Defining Market Efficiency -- 9.2 Market Efficiency and Logarithmic Utility -- 9.3 Equilibrium Prices as Aggregators -- 9.4 Market Efficiency: Necessary and Sufficient Condition -- 9.5 Interpreting the Efficiency Condition -- 9.6 Summary -- 10 A Simple Market Model of Prices and Trading Volume -- 10.1 The Model -- 10.2 Analysis of Returns -- 10.3 Analysis of Trading Volume -- 10.4 Example -- 10.5 Arbitrage -- 10.6 Summary -- 11 Efficiency and Entropy: Long-Run Dynamics -- 11.1 Introductory Example -- 11.2 Entropy -- 11.3 Numerical Illustration -- 11.4 Markov Beliefs -- 11.5 Heterogeneous Time Preference, Entropy, and Efficiency -- 11.6 Entropy and Market Efficiency -- 11.7 Summary -- Part IV -- Heterogeneity in Risk Tolerance and Time Discounting -- 12 CRRA and CARA Utility Functions -- 12.1 Arrow-Pratt Measure -- 12.2 Proportional Risk -- 12.3 Constant Relative Risk Aversion -- 12.4 Logarithmic Utility -- 12.5 CRRA Demand. |
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Grether Experiment -- 5.2 Heterogeneity in Predictions of GPA -- 5.3 The De Bondt Experiment -- 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy -- 5.5 Summary -- Part II -- Heuristics and Representativeness: Investor Expectations -- 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics -- 6.1 Individual Investors -- 6.2 The Expectations of Academic Economists -- 6.3 Financial Executives -- 6.4 Summary -- 7 Representativeness and Heterogeneity in the Judgments of Professional Investors -- 7.1 Contrasting Predictions: How Valid? -- 7.2 Update to Livingston Survey -- 7.3 Individual Forecasting Records -- 7.4 Gambler's Fallacy -- 7.5 Why Heterogeneity Is Time Varying -- 7.6 Summary -- Part III -- Developing Behavioral Asset Pricing Models -- 8 A Simple Asset Pricing Model with Heterogeneous Beliefs -- 8.1 A Simple Model with Two Investors -- 8.2 Equilibrium Prices -- 8.3 Fixed Optimism and Pessimism -- 8.4 Incorporating Representativeness -- 8.5 Summary -- 9 Heterogeneous Beliefs and Inefficient Markets -- 9.1 Defining Market Efficiency -- 9.2 Market Efficiency and Logarithmic Utility -- 9.3 Equilibrium Prices as Aggregators -- 9.4 Market Efficiency: Necessary and Sufficient Condition -- 9.5 Interpreting the Efficiency Condition -- 9.6 Summary -- 10 A Simple Market Model of Prices and Trading Volume -- 10.1 The Model -- 10.2 Analysis of Returns -- 10.3 Analysis of Trading Volume -- 10.4 Example -- 10.5 Arbitrage -- 10.6 Summary -- 11 Efficiency and Entropy: Long-Run Dynamics -- 11.1 Introductory Example -- 11.2 Entropy -- 11.3 Numerical Illustration -- 11.4 Markov Beliefs -- 11.5 Heterogeneous Time Preference, Entropy, and Efficiency -- 11.6 Entropy and Market Efficiency -- 11.7 Summary -- Part IV -- Heterogeneity in Risk Tolerance and Time Discounting -- 12 CRRA and CARA Utility Functions -- 12.1 Arrow-Pratt Measure -- 12.2 Proportional Risk -- 12.3 Constant Relative Risk Aversion -- 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| id | ZDB-4-EBA-ocm60709792 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:15:44Z |
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| isbn | 1423708229 9781423708223 0080476031 9780080476032 1281008362 9781281008367 9780126393712 0126393710 9780120887835 0120887835 |
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| psigel | ZDB-4-EBA |
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| spelling | Shefrin, Hersh, 1948- https://id.oclc.org/worldcat/entity/E39PBJvd4CM7JWX47vHM6qdWjC http://id.loc.gov/authorities/names/n99024936 A behavioral approach to asset pricing / Hersh Shefrin. Amsterdam ; Boston : Elsevier Academic Press, ©2005. 1 online resource (xxi, 488 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Academic Press advanced finance series Includes bibliographical references (pages 457-471) and index. Print version record. Cover -- Contents -- 1 Introduction -- 1.1 Why Read This Book? -- 1.2 Organization: How the Ideas in This Book Tie Together -- 1.3 Summary -- Part I -- Heuristics and Representativeness: Experimental Evidence -- 2 Representativeness and Bayes Rule: Psychological Perspective -- 2.1 Explaining Representativeness -- 2.2 Implications for Bayes Rule -- 2.3 Experiment -- 2.4 Representativeness and Prediction -- 2.5 Summary -- 3 Representativeness and Bayes Rule: Economics Perspective -- 3.1 The Grether Experiment -- 3.2 Representativeness -- 3.3 Results -- 3.4 Summary -- 4 A Simple Asset Pricing Model Featuring Representativeness -- 4.1 First Stage, Modified Experimental Structure -- 4.2 Expected Utility Model -- 4.3 Equilibrium Prices -- 4.4 Representativeness -- 4.5 Second Stage: Signal-Based Market Structure -- 4.6 Summary -- 5 Heterogeneous Judgments in Experiments -- 5.1 Grether Experiment -- 5.2 Heterogeneity in Predictions of GPA -- 5.3 The De Bondt Experiment -- 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy -- 5.5 Summary -- Part II -- Heuristics and Representativeness: Investor Expectations -- 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics -- 6.1 Individual Investors -- 6.2 The Expectations of Academic Economists -- 6.3 Financial Executives -- 6.4 Summary -- 7 Representativeness and Heterogeneity in the Judgments of Professional Investors -- 7.1 Contrasting Predictions: How Valid? -- 7.2 Update to Livingston Survey -- 7.3 Individual Forecasting Records -- 7.4 Gambler's Fallacy -- 7.5 Why Heterogeneity Is Time Varying -- 7.6 Summary -- Part III -- Developing Behavioral Asset Pricing Models -- 8 A Simple Asset Pricing Model with Heterogeneous Beliefs -- 8.1 A Simple Model with Two Investors -- 8.2 Equilibrium Prices -- 8.3 Fixed Optimism and Pessimism -- 8.4 Incorporating Representativeness -- 8.5 Summary -- 9 Heterogeneous Beliefs and Inefficient Markets -- 9.1 Defining Market Efficiency -- 9.2 Market Efficiency and Logarithmic Utility -- 9.3 Equilibrium Prices as Aggregators -- 9.4 Market Efficiency: Necessary and Sufficient Condition -- 9.5 Interpreting the Efficiency Condition -- 9.6 Summary -- 10 A Simple Market Model of Prices and Trading Volume -- 10.1 The Model -- 10.2 Analysis of Returns -- 10.3 Analysis of Trading Volume -- 10.4 Example -- 10.5 Arbitrage -- 10.6 Summary -- 11 Efficiency and Entropy: Long-Run Dynamics -- 11.1 Introductory Example -- 11.2 Entropy -- 11.3 Numerical Illustration -- 11.4 Markov Beliefs -- 11.5 Heterogeneous Time Preference, Entropy, and Efficiency -- 11.6 Entropy and Market Efficiency -- 11.7 Summary -- Part IV -- Heterogeneity in Risk Tolerance and Time Discounting -- 12 CRRA and CARA Utility Functions -- 12.1 Arrow-Pratt Measure -- 12.2 Proportional Risk -- 12.3 Constant Relative Risk Aversion -- 12.4 Logarithmic Utility -- 12.5 CRRA Demand. 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 and efficient empirical tools. Building on the models developed by both traditional asset pricing theorists and behavioral asset pricing theorists, this book takes the discussion to the next step. The author provides a general behaviorally based intertemporal treatment of asset pricing theory that extends to the discussion of derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book develops a series of examples to illustrate the theoretical results. The CD-ROM contains most of the examples, worked out as Excel spreadsheets, so that a diligent reader can follow them through. Instructors might also want to use the examples to assign class exercises, asking students to modify the numbers and see what happens. Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Modèle d'évaluation des actifs financiers. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Investments & Securities Stocks. bisacsh Capital assets pricing model. cct Risk management. cct Capital assets pricing model fast Risk management fast dissertations. aat Academic theses fast Academic theses. lcgft http://id.loc.gov/authorities/genreForms/gf2014026039 Thèses et écrits académiques. rvmgf has work: A behavioral approach to asset pricing (Text) https://id.oclc.org/worldcat/entity/E39PCGkmTFdWhjm7Hrtmx7K3HC https://id.oclc.org/worldcat/ontology/hasWork Print version: Shefrin, Hersh, 1948- Behavioral approach to asset pricing. Amsterdam ; Boston : Elsevier Academic Press, ©2005 0126393710 0120887835 (DLC) 2004017738 (OCoLC)56103817 Academic Press advanced finance series. http://id.loc.gov/authorities/names/no2004032910 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=130097 Volltext |
| spellingShingle | Shefrin, Hersh, 1948- A behavioral approach to asset pricing / Academic Press advanced finance series. Cover -- Contents -- 1 Introduction -- 1.1 Why Read This Book? -- 1.2 Organization: How the Ideas in This Book Tie Together -- 1.3 Summary -- Part I -- Heuristics and Representativeness: Experimental Evidence -- 2 Representativeness and Bayes Rule: Psychological Perspective -- 2.1 Explaining Representativeness -- 2.2 Implications for Bayes Rule -- 2.3 Experiment -- 2.4 Representativeness and Prediction -- 2.5 Summary -- 3 Representativeness and Bayes Rule: Economics Perspective -- 3.1 The Grether Experiment -- 3.2 Representativeness -- 3.3 Results -- 3.4 Summary -- 4 A Simple Asset Pricing Model Featuring Representativeness -- 4.1 First Stage, Modified Experimental Structure -- 4.2 Expected Utility Model -- 4.3 Equilibrium Prices -- 4.4 Representativeness -- 4.5 Second Stage: Signal-Based Market Structure -- 4.6 Summary -- 5 Heterogeneous Judgments in Experiments -- 5.1 Grether Experiment -- 5.2 Heterogeneity in Predictions of GPA -- 5.3 The De Bondt Experiment -- 5.4 Why Some Bet on Trends and Others Commit Gambler's Fallacy -- 5.5 Summary -- Part II -- Heuristics and Representativeness: Investor Expectations -- 6 Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics -- 6.1 Individual Investors -- 6.2 The Expectations of Academic Economists -- 6.3 Financial Executives -- 6.4 Summary -- 7 Representativeness and Heterogeneity in the Judgments of Professional Investors -- 7.1 Contrasting Predictions: How Valid? -- 7.2 Update to Livingston Survey -- 7.3 Individual Forecasting Records -- 7.4 Gambler's Fallacy -- 7.5 Why Heterogeneity Is Time Varying -- 7.6 Summary -- Part III -- Developing Behavioral Asset Pricing Models -- 8 A Simple Asset Pricing Model with Heterogeneous Beliefs -- 8.1 A Simple Model with Two Investors -- 8.2 Equilibrium Prices -- 8.3 Fixed Optimism and Pessimism -- 8.4 Incorporating Representativeness -- 8.5 Summary -- 9 Heterogeneous Beliefs and Inefficient Markets -- 9.1 Defining Market Efficiency -- 9.2 Market Efficiency and Logarithmic Utility -- 9.3 Equilibrium Prices as Aggregators -- 9.4 Market Efficiency: Necessary and Sufficient Condition -- 9.5 Interpreting the Efficiency Condition -- 9.6 Summary -- 10 A Simple Market Model of Prices and Trading Volume -- 10.1 The Model -- 10.2 Analysis of Returns -- 10.3 Analysis of Trading Volume -- 10.4 Example -- 10.5 Arbitrage -- 10.6 Summary -- 11 Efficiency and Entropy: Long-Run Dynamics -- 11.1 Introductory Example -- 11.2 Entropy -- 11.3 Numerical Illustration -- 11.4 Markov Beliefs -- 11.5 Heterogeneous Time Preference, Entropy, and Efficiency -- 11.6 Entropy and Market Efficiency -- 11.7 Summary -- Part IV -- Heterogeneity in Risk Tolerance and Time Discounting -- 12 CRRA and CARA Utility Functions -- 12.1 Arrow-Pratt Measure -- 12.2 Proportional Risk -- 12.3 Constant Relative Risk Aversion -- 12.4 Logarithmic Utility -- 12.5 CRRA Demand. Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Modèle d'évaluation des actifs financiers. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Investments & Securities Stocks. bisacsh Capital assets pricing model. cct Risk management. cct Capital assets pricing model fast Risk management fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85019932 http://id.loc.gov/authorities/subjects/sh85114200 http://id.loc.gov/authorities/genreForms/gf2014026039 |
| title | A behavioral approach to asset pricing / |
| title_auth | A behavioral approach to asset pricing / |
| title_exact_search | A behavioral approach to asset pricing / |
| title_full | A behavioral approach to asset pricing / Hersh Shefrin. |
| title_fullStr | A behavioral approach to asset pricing / Hersh Shefrin. |
| title_full_unstemmed | A behavioral approach to asset pricing / Hersh Shefrin. |
| title_short | A behavioral approach to asset pricing / |
| title_sort | behavioral approach to asset pricing |
| topic | Capital assets pricing model. http://id.loc.gov/authorities/subjects/sh85019932 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Modèle d'évaluation des actifs financiers. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Investments & Securities Stocks. bisacsh Capital assets pricing model. cct Risk management. cct Capital assets pricing model fast Risk management fast |
| topic_facet | Capital assets pricing model. Risk management. Modèle d'évaluation des actifs financiers. Gestion du risque. risk management. BUSINESS & ECONOMICS Investments & Securities Stocks. Capital assets pricing model Risk management dissertations. Academic theses Academic theses. Thèses et écrits académiques. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=130097 |
| work_keys_str_mv | AT shefrinhersh abehavioralapproachtoassetpricing AT shefrinhersh behavioralapproachtoassetpricing |