冷同學(xué)
2020-07-11 17:11行為金融學(xué)包括哪些？傳統(tǒng)金融學(xué)包括哪些？
所屬：CFA Level I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Vicky助教
2020-07-13 10:09
該回答已被題主采納
同學(xué)你好，
傳統(tǒng)金融理論主要包括我們組合里學(xué)的Markowitz的均值一方差模型和投資組合理論，資本資產(chǎn)定價(jià)模型，有效市場(chǎng)理論等。這些理論的基礎(chǔ)是有效市場(chǎng)理論,它是傳統(tǒng)金融理論的基石。
行為金融學(xué)是關(guān)注心理特征在多大程度上影響個(gè)人或群體的投資。主要有以下幾種
Loss aversion: refers to the tendency for investors to be more risk averse when faced with potential losses and less risk averse when faced with potential gains.
Overconfidence: explains that investors or analysts are overconfident in their earning forecasts which result in the overestimation of growth, good news.
Herding: trading that occurs in clusters and is not necessarily driven by information.
Information Cascades: is the transmission of information from those participants who act first and whose decisions influence the decisions of others.
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