Biases in variance of decomposed portfolio returns
نویسندگان
چکیده
منابع مشابه
Behavioral Finance: Biases, Mean– Variance Returns, and Risk Premiums
ehavioral finance can shed light on many areas of investing, including valuation. In this presentation, I will discuss some of the key behavioral phenomena and how they relate to particular issues associated with analyst perceptions about returns (namely, representativeness and affect). I will then compare returns for what I call “behavioral mean– variance portfolios” with those of traditional ...
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Article history: Received 21 August 2008 Accepted 4 May 2009 Available online 15 May 2009
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ژورنال
عنوان ژورنال: International Review of Finance
سال: 2020
ISSN: 1369-412X,1468-2443
DOI: 10.1111/irfi.12319