A Behavioral Approach to Asset Pricing (Hardcover, 2)

Preface
Preface to the Second Edition
Chapter 1- Introduction
I Heuristics and Representativeness: Experimental Evidence
Chapter 2- Representativeness and Bayes Rule: Psychological Perspective
Chapter 3- Representativeness and Bayes Rule: Economics Perspective
Chapter 4- A Simple Asset Pricing Model Featuring Representativeness
Chapter 5- Heterogeneous Judgements in Experiments
II Heuristics and Representativeness: Investor Expectations
Chapter 6- Representativeness and Heterogeneous Beliefs Among Individual Investors, Financial Executives, and Academics
Chapter 7- Representativeness and Heterogeneity in the Judgements of Professional Investors
III Developing Behavioral Asset Pricing Models
Chapter 8- A Simple Asset Pricing Model with Heterogeneous Beliefs
Chapter 9- Heterogeneous Beliefs and Inefficient Markets
Chapter 10- A Simple Market Model of Prices and Trading Volume
Chapter 11- Efficiency and Entropy: Long-run Dynamics
IV Heterogeneity in Risk Tolerance and Time Discounting
Chapter 12- CRRA and CARA Utility Functions
Chapter 13- Heterogeneous Risk Tolerance and Time Preference
Chapter 14- Representative Investors in a Heterogeneous CRRA Model
IV Sentiment and Behavioral SDF
Chapter 15- Sentiment
Chapter 16- Behavioral SDF and the Sentiment Premium
VI Applications and Behavioral SDF
Chapter 17- Behavioral Betas and Mean-Variance Portfolios
Chapter 18- Cross-section of Return Expectations
Chapter 19- Testing for a Sentiment Premium
Chapter 20- A Behavioral Approach to the Term Structure of Interest Rates
Chapter 21- Behavioral Black-Scholes
Chapter 22- Irrational Exuberance and Option Smiles
Chapter 23- Empirical Evidence in Support of Behavioral SDF
VII Prospect Theory
Chapter 24- Prospect Theory: Introduction
Chapter 25- Behavioral Portfolios
Chapter 26- Equilibrium with Behavioral Preferences
Chapter 27- Pricing and Prospect Theory: Empirical Studies
Chapter 28- Reflections on the Equity Premium Puzzle
Chapter 29- Continuous Time Behavioral Equilibrium Models
Chapter 30 Conclusion
References