James Ming Chen Forfatter
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Finance and the Behavioral Prospect: Risk, Exuberance, and Abnormal Markets (Bog, Paperback / softback, Engelsk)
This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics.
Levering: Skaffevare (forvent 14 - 30 hverdage) -
Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk (Bog, Hardback, Engelsk)
This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk.
Levering: Skaffevare (forvent 14 - 30 hverdage) -
Postmodern Portfolio Theory: Navigating Abnormal Markets and Investor Behavior (Bog, Hardback, Engelsk)
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis.
Levering: Skaffevare (forvent 14 - 30 hverdage)
