Will and power: Investment diversification and systemic deviation from irrational risk
Examining China’s stock market, mean variance is used to measure returns and risk and build an irrational risk-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing, presenting excessive fluctuations that neoclassical finance t...
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
Taylor & Francis Group
2022-12-01
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| Ráidu: | Cogent Economics & Finance |
| Fáttát: | |
| Liŋkkat: | https://www.tandfonline.com/doi/10.1080/23322039.2022.2129367 |
| Fáddágilkorat: |
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