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Quantitative behavioral finance

predmet

Cilji predmeta

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Vsebina predmeta

1. Investor behavior and anomalies in financial markets
1.1. Limits to arbitrage
1.2. Prospect theory, behavioral biases, anchoring and mental accounting
1.3. Equity-premium puzzle, predictability of stock returns, size premium, momentum effect, closed-end funds puzzle, insufficient diversification of the investments, excessive trading, etc.
2. Behavioral Corporate Finance
2.1. Irrational investors and rational managers
2.2. Rational investors and irrational managers
2.3. Implications for corporate financing, investments and other firm policies (payout, firm name, earnings management, executive compensation, stock splits, etc.)
3. Behavioral finance and financial professionals
4. Debiasing and Behavioral investing

Nosilci predmeta

  • Govorilne ure
  • Spoštovani študenti, govorilne ure bodo potekale preko aplikacije Zoom po predhodnem dogovoru.
  • POZOR: Aktualna sprememba govorilnih ur
  • Govorilne ure
  • ponedeljek ob 13.00 v RZ-105
  • Prosim, če se za GU najavite po el. pošti. / Please make an office hours appointment via e-mail beforehand.
  • POZOR: Aktualna sprememba govorilnih ur
 
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