Excerpt
Table of content
1. Introduction
2. The CAPM and the Efficient Market Hypothesis
3. Evidence of CAPM Anomalies
4. Modern Finance: Alternative Asset Pricing Models
4.1 Inter-temporal Asset Pricing Model - ICAPM
4.2 International Asset Pricing Model - IAPM
4.3 Multifactor Asset Pricing Models: Fama-French and Carhart
5. Influence of Psychology on Risk and Return
5.1 Prospect Theory
5.2 Heuristics, Biases and Emotions
5.3 Irrationality and Overreaction
6. Behavioral Finance versus CAPM.
7. Conclusion
8. References
Excerpt out of 22 pages
- Quote paper
- Alexander Simon (Author), 2007, CAPM vs Behavioral Finance, Munich, GRIN Verlag, https://www.grin.com/document/196571
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