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Personal cabinetAssets model with behaviour factors including on the stock market
Author:
Оксана Повх
Bibliographic description of the article for the citation:
Оксана Повх. Assets model with behaviour factors including on the stock market//Science online: International Scientific e-zine - 2018. - №5. - https://nauka-online.com/en/publications/economy/2018/5/otsenka-dohodnosti-tsennyh-bumag-s-uchetom-povedencheskih-faktorov-na-fondovom-rynke/
Annotation: In the article were assets models of securities and reveals their main shortcomings. A new, improved model was proposed, taking into account the subjective factors that influence the decision making by the investor. Approbation of model based on historical data is carried out.
Keywords:
asset modeling
behavioral finance
CAPM
securities
stock market
stocks
акции
акції
модели оценки доходности активов
моделі оцінювання дохідності активів
поведенческие финансы
поведінкові фінанси
фондовий ринок
фондовый рынок
ценные бумаги
цінні папери
Categories:
Economy