行動ファイナンスに基づく投資管理 Behavioral Investment Management : An Efficient Alternative to Modern Portfolio Theory

Davies, Greg B./ De Servigny, Arnaud

McGraw-Hill（2012/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 367 p.
• 言語 ENG
• 商品コード 9780071746601
• DDC分類 332.6019

Full Description

"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

Contents

PART 1- The Current ParadigmModern 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 ManagementNER(01): WOW