Inefficient Markets: An Introduction to Behavioral Finance by Andrei Shleifer

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收藏 2008-09-12

Inefficient Markets: An Introduction to Behavioral Finance
By Andrei Shleifer

论坛中曾有个纯文字版，看起来不舒服，此版为原书扫描、OCR，制作精良，绝对物有所值！

Publisher: Oxford University Press, USA
Number Of Pages: 224
Publication Date: 2000-04-20

Product Description:
The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must equal fundamental values, either because all investors are rational or because arbitrage eliminates pricing anomalies.
This book describes an alternative approach to the study of financial markets: behavioral finance. This approach starts with an observation that the assumptions of investor rationality and perfect arbitrage are overwhelmingly contradicted by both psychological and institutional evidence. In actual financial markets, less than fully rational investors trade against arbitrageurs whose resources are limited by risk aversion, short horizons, and agency problems. The book presents models of such markets. These models explain the available financial data more accurately than the efficient markets hypothesis, and generate new predictions about security prices. By summarizing and expanding the research in behavioral finance, the book builds a new theoretical and empirical foundation for the economic analysis of real-world markets.

进一步介绍参见：http://www.amazon.com/Inefficient-Markets-Introduction-Behavioral-Clarendon/dp/0198292279
中文翻译版《并非有效的市场——行为金融学导论》：http://product.dangdang.com/product.aspx?product_id=8633446

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voodoo

2008-9-12 11:16:00

[分享]本人到目前为止发表过的资源贴！

本人到目前为止发表过的资源贴：

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