Quantitative Perspectives on Behavioral Economics and Finance

From Palgrave Macmillan
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Ch 1 Antitrust Law

Scott Gilbert

Ch 2 Pure Monopoly Model

Scott Gilbert

Ch 3 Monopoly Spillover Effects

Scott Gilbert

Ch 4 Mergers

Scott Gilbert

Ch 5 International Trade

Scott Gilbert

Ch 6 Natural Monopoly

Scott Gilbert

Ch Chapter 1 The Structure of a Behavioral Revolution

James Ming Chen

Ch Chapter 1 The Non-graphical Foundation: Coase and The Law’s Irrelevance

Nicholas L. Georgakopoulos

Ch Chapter 1 Baryonic Beta Dynamics: The Econophysics of Systematic Risk

James Ming Chen

Ch Chapter 1 Finance as a Pattern of Timeless Moments

James Ming Chen

Ch Chapter 10 A Four-Moment Capital Asset Pricing Model

James Ming Chen

Ch Chapter 10 Risk and Uncertainty

James Ming Chen

Ch Chapter 10 Beyond Hope and Fear:Behavioral Portfolio Theory

James Ming Chen

Ch Chapter 10 Aversion to Risk

Nicholas L. Georgakopoulos

Ch Chapter 11 Short-Term Price Continuation Anomalies

James Ming Chen

Ch Chapter 11 Behavioral Gaps Between Hypothetical Investment Returns and Actual Investor Returns

James Ming Chen

Ch Chapter 11 Financial Crisis Contagion

Nicholas L. Georgakopoulos

Ch Chapter 11 The Practical Implications of a Spatially Bifurcated Four-Moment Capital Asset Pricing Model

James Ming Chen

Ch Chapter 12 Going to Extremes: Leptokurtosis as an Epistemic Threat

James Ming Chen

Ch Chapter 12 Irrational Exuberance: Momentum Crashes and Speculative Bubbles

James Ming Chen

Ch Chapter 12 Systematic Risk in the Macrocosm

James Ming Chen

Ch Chapter 13 Parametric VaR Analysis

James Ming Chen

Ch Chapter 13 The Baryonic Ladder: The Firm, the Market, and the Economy

James Ming Chen

Ch Chapter 13 The Monster and the Sleeping Queen

James Ming Chen

Ch Chapter 14 Parametric VaR According to Student’s t-Distribution

James Ming Chen

Ch Chapter 15 Comparing Student’s t-Distribution with the Logistic Distribution

James Ming Chen

Ch Chapter 16 Expected Shortfall as a Response to Model Risk

James Ming Chen

Ch Chapter 17 Latent Perils: Stressed VaR, Elicitability, and Systemic Effects

James Ming Chen

Ch Chapter 18 Finance as a Romance of Many Moments and Plural Views

James Ming Chen

Ch Chapter 2 Double- and Single-Sided Risk Measures

James Ming Chen

Ch Chapter 2 Mental Accounting, Emotional Hierarchies, and Behavioral Heuristics

James Ming Chen

Ch Chapter 2 Introduction to Mathematica: Hello World in Text and Graphics

Nicholas L. Georgakopoulos

Ch Chapter 2 Modern Portfolio Theory

James Ming Chen

Ch Chapter 3 The Mathematical Frontier: Trigonometry, Derivatives, Optima, Differential Equations

Nicholas L. Georgakopoulos

Ch Chapter 3 Relative Volatility Versus Correlation Tightening

James Ming Chen

Ch Chapter 3 Postmodern Portfolio Theory

James Ming Chen

Ch Chapter 3 Higher-Moment Capital Asset Pricing and Its Behavioral Implications

James Ming Chen

Ch Chapter 4 Asymmetrical Volatility and Spillover Effects

James Ming Chen

Ch Chapter 4 Tracking the Low-Volatility Anomaly Across Behavioral Space

James Ming Chen

Ch Chapter 4 Seduced by Symmetry, Smarter by Half

James Ming Chen

Ch Chapter 4 Money and Time

Nicholas L. Georgakopoulos

Ch Chapter 5 The Intertemporal Capital Asset Pricing Model: Hedging Investment Risk Across Time

James Ming Chen

Ch Chapter 5 The Full Financial Toolkit of Partial Second Moments

James Ming Chen

Ch Chapter 5 The Capital Asset Pricing Model

Nicholas L. Georgakopoulos

Ch Chapter 5 The Low-Volatility Anomaly

James Ming Chen

Ch Chapter 6 Sortino, Omega, Kappa: The Algebra of Financial Asymmetry

James Ming Chen

Ch Chapter 6 Correlation Tightening

James Ming Chen

Ch Chapter 6 Risk Aversion

James Ming Chen

Ch Chapter 6 Options

Nicholas L. Georgakopoulos

Ch Chapter 7 Illustrating Statistical Data

Nicholas L. Georgakopoulos

Ch Chapter 7 The Intertemporal Capital Asset Pricing Model

James Ming Chen

Ch Chapter 7 Sinking, Fast and Slow: Relative Volatility Versus Correlation Tightening

James Ming Chen

Ch Chapter 7 The Equity Risk Premium and the Equity Premium Puzzle

James Ming Chen

Ch Chapter 8 Prospect Theory

James Ming Chen

Ch Chapter 8 The Equity Premium Puzzle

James Ming Chen

Ch Chapter 8 Time-Varying Beta: Autocorrelation and Autoregressive Time Series

James Ming Chen

Ch Chapter 8 Probability Theory: Imperfect Observations

Nicholas L. Georgakopoulos

Ch Chapter 9 Beta’s Cash Flow and Discount Rate Components

James Ming Chen

Ch Chapter 9 Asymmetric Volatility and Volatility Spillovers

James Ming Chen

Ch Chapter 9 Specific Applications of Prospect Theory to Behavioral Finance

James Ming Chen

Ch Chapter 9 Financial Statements and Mergers

Nicholas L. Georgakopoulos