Читать книгу Behavioral Finance and Your Portfolio - Michael M. Pompian - Страница 27

1 1 https://www.dalbar.com/Portals/dalbar/Cache/News/PressReleases/QAIBPressRelease_2019.pdf

2 2 Robert Shiller, Narrative Economics: How Stories Go Viral and Drive Major Economic Events (Princeton University Press 2019)

3 3 Owen A. Lamont and Richard H. Thaler, “Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs,” Journal of Political Economy 111(2) (2003): 227–268.

4 4 www.amazon.com

5 5 This paper can be found on Meir Statman's home page at http://lsb.scu.edu/finance/faculty/Statman/Default.htm

6 6 Meir Statman, What Investors Really Want: Discover What Drives Investor Behavior and Make Smarter Financial Decisions (New York: McGraw Hill, 2011).

7 7 Nobel Prize web site: http://nobelprize.org/economics/laureates/2002/

8 8 Jon E. Hilsenrath, “Belief in Efficient Valuation Yields Ground to Role of Irrational Investors: Mr. Thaler Takes on Mr. Fama,” Wall Street Journal, October 18, 2004.

9 9 Jon E. Hilsenrath, “Belief in Efficient Valuation Yields Ground to Role of Irrational Investors: Mr. Thaler Takes on Mr. Fama,” Wall Street Journal, October 18, 2004.

10 10 Meir Statman, “Behavioral Finance: Past Battles and Future Engagements,” Financial Analysts Journal 55(6) (November/December 1999): 18–27.

11 11 Eugene Fama and Kenneth French, “The Cross-Section of Expected Stock Returns,” Journal of Finance 47(2) (1992): 427–465.

12 12 Dream Value Management web site: www.dreman.com/

13 13 James O'Shaughnessy, What Works on Wall Street (New York: McGraw-Hill Professional, 2005).

14 14 Dream Value Management web site: www.dreman.com/

15 15 Robert Haugen and Philippe Jorion, “The January Effect: Still There after All These Years,” Financial Analysts Journal 52(1) (January–February 1996): 27–31.

16 16 Russell Investment Group web site: www.russell.com/us/education_center/

17 17 Chris R. Hensel and William T. Ziemba, “Investment Results from Exploiting Turn-of-the-Month Effects,” Journal of Portfolio Management 22(3) (Spring 1996): 17–23.