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Cover: 9780521186513 | The Capital Asset Pricing Model in the 21st Century | Haim Levy | Buch
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The Capital Asset Pricing Model in the 21st Century
Taschenbuch von Haim Levy
Sprache: Englisch

51,95 €*

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Lieferzeit 4-7 Werktage

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Beschreibung
"Project Theory and the classical models in finance (e.g., the CAPM) seemingly contradict each other, creating a teachin and a research dilemma to professors in finanace and econommics, This tension is particualrly strong for professors who teach both the CAPM and behavioral finance. This book bridges between Prospect Theory and the Classical Models in finance showing that there is no contradictions between them"--
"Project Theory and the classical models in finance (e.g., the CAPM) seemingly contradict each other, creating a teachin and a research dilemma to professors in finanace and econommics, This tension is particualrly strong for professors who teach both the CAPM and behavioral finance. This book bridges between Prospect Theory and the Classical Models in finance showing that there is no contradictions between them"--
Über den Autor
Haim Levy is Miles Robinson Professor of Business Administration at the Hebrew University of Jerusalem and Dean of the Academic Center of Law and Business, Israel. The author of hundreds of articles in leading academic journals and about twenty books, he has obtained the ranking of the most prolific researcher in finance in the world covering the forty years through 1986 and the most prolific researcher in finance in the world in the core sixteen finance journals covering the fifty-year period through 2005. A co-author with Nobel Laureates Harry Markowitz and Paul Samuelson, Professor Levy's major research contributions have been to the field of stochastic dominance, which sets forth the criteria for decision making under conditions of uncertainty, in both expected utility and prospect theory paradigms. He has also developed economic models for equilibrium asset pricing in an imperfect market. Professor Levy received the Hebrew University's Prize for Excellence in Research in 1996 and the Emet Prize in 2006. He has served as economic adviser to the Bank of Israel and held a University Professor position at the University of Florida and visiting academic positions at the University of California, Berkeley and the Wharton School, University of Pennsylvania. He received his Ph.D. from the Hebrew University in 1969 and has held a full professorship there since 1976.
Inhaltsverzeichnis
1. Overview; 2. Expected utility theory; 3. Expected utility and investment decision rules; 4. The mean-variance rule; 5. The capital asset pricing model (CAPM); 6. Extensions of the CAPM; 7. The CAPM cannot be rejected: empirical and experimental evidence; 8. Theoretical and empirical criticisms of the M-V rule; 9. Prospect theory and expected utility; 10. Cumulative decision weights: no dominance violation; 11. M-V rule, the CAPM, and the cumulative prospect theory: coexistence.
Details
Erscheinungsjahr: 2012
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 458
ISBN-13: 9780521186513
ISBN-10: 052118651X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Levy, Haim
Hersteller: Cambridge University Press
Maße: 229 x 152 x 27 mm
Von/Mit: Haim Levy
Erscheinungsdatum: 09.02.2012
Gewicht: 0,738 kg
preigu-id: 106894993
Über den Autor
Haim Levy is Miles Robinson Professor of Business Administration at the Hebrew University of Jerusalem and Dean of the Academic Center of Law and Business, Israel. The author of hundreds of articles in leading academic journals and about twenty books, he has obtained the ranking of the most prolific researcher in finance in the world covering the forty years through 1986 and the most prolific researcher in finance in the world in the core sixteen finance journals covering the fifty-year period through 2005. A co-author with Nobel Laureates Harry Markowitz and Paul Samuelson, Professor Levy's major research contributions have been to the field of stochastic dominance, which sets forth the criteria for decision making under conditions of uncertainty, in both expected utility and prospect theory paradigms. He has also developed economic models for equilibrium asset pricing in an imperfect market. Professor Levy received the Hebrew University's Prize for Excellence in Research in 1996 and the Emet Prize in 2006. He has served as economic adviser to the Bank of Israel and held a University Professor position at the University of Florida and visiting academic positions at the University of California, Berkeley and the Wharton School, University of Pennsylvania. He received his Ph.D. from the Hebrew University in 1969 and has held a full professorship there since 1976.
Inhaltsverzeichnis
1. Overview; 2. Expected utility theory; 3. Expected utility and investment decision rules; 4. The mean-variance rule; 5. The capital asset pricing model (CAPM); 6. Extensions of the CAPM; 7. The CAPM cannot be rejected: empirical and experimental evidence; 8. Theoretical and empirical criticisms of the M-V rule; 9. Prospect theory and expected utility; 10. Cumulative decision weights: no dominance violation; 11. M-V rule, the CAPM, and the cumulative prospect theory: coexistence.
Details
Erscheinungsjahr: 2012
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 458
ISBN-13: 9780521186513
ISBN-10: 052118651X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Levy, Haim
Hersteller: Cambridge University Press
Maße: 229 x 152 x 27 mm
Von/Mit: Haim Levy
Erscheinungsdatum: 09.02.2012
Gewicht: 0,738 kg
preigu-id: 106894993
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