Behavioral investment management : an efficient alternative to modern portfolio theory

著者

書誌事項

Behavioral investment management : an efficient alternative to modern portfolio theory

Greg B. Davies, Arnaud de Servigny

McGraw-Hill, c2012

大学図書館所蔵 件 / 全2件

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注記

Includes bibliographical references (p. 349-355) and index

内容説明・目次

内容説明

"The main strengths of the book are how methodically the authors trace the history of efficient market pricing...and then show how a more authentic view of markets can be used to one's advantage" Investment Europe, April 2012

目次

  • PART 1- The Current Paradigm: MPT (Modern Portfolio Theory)
  • Chapter 1: Modern Portfolio Theory as it Stands
  • Chapter 2: Challenges to MPT: Theoretical-the assumptions are not thus
  • Chapter 3: Challenges to MPT: Empirical-the world is not thus
  • Chapter 4: Challenges to MPT: Behavioural-people are not thus
  • Chapter 5: Describing the Overall Framework: Investors and Investments
  • PART 2- Amending MPT: Getting to BMPT
  • Chapter 1:Investors-The Rational Investor
  • Chapter 2: Investments-Extracting Value from the long-term
  • Chapter 3: Investments-Extracting Value from the short-term
  • Chapter 4: bringing it together, the new BMPT paradigm
  • PART 3- Emotional Insurance: Sticking with the Journey
  • Chapter 1: Investors- the emotional investor
  • Chapter 2: Investments- Constraining the rational portfolio
  • PART 4- Practical Implications
  • Chapter 1: The BMPT and Wealth Management
  • Chapter 2: The BMPT and the Pension Industry
  • Chapter 3: The BMPT and Asset Management

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