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The Structure of a Behavioral Revolution

In: Finance and the Behavioral Prospect

Author

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  • James Ming Chen

    (Michigan State University)

Abstract

This book represents one of the first two volumes in the series, “Quantitative Perspectives on Behavioral Economics and Finance.” Its companion volume, Postmodern Portfolio Theory: Navigating Abnormal Markets and Investor Behavior, addresses leading departures from the putative efficiency of financial markets.1 Intense pressure on the conventional capital asset pricing model gave rise to theoretical innovations such as Eugene Fama and Kenneth French’s three-factor model. Postmodern Portfolio Theory traces this story through the four statistical moments of the distribution of financial returns: mean, variance, skewness, and kurtosis.

Suggested Citation

  • James Ming Chen, 2016. "The Structure of a Behavioral Revolution," Quantitative Perspectives on Behavioral Economics and Finance, in: Finance and the Behavioral Prospect, chapter 0, pages 1-28, Palgrave Macmillan.
    • Handle: RePEc:pal:qpochp:978-3-319-32711-2_1
    DOI: 10.1007/978-3-319-32711-2_1
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    Cited by:

    1. Marco Tagliabue & Ingunn Sandaker & Gunnar Ree, 2017. "The value of contingencies and schedules of reinforcement: Fundamentals of behavior analysis contributing to the efficacy of behavioral business research," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 1(S), pages 33-39, November.

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