Preconditions of pricing deformations occurrence in the context of the modern portfolio theory development
Автор: Rubinshtein Evgenia Danielevna, Nagapetyan Arthur Rubikovich
Журнал: Теория и практика общественного развития @teoria-practica
Рубрика: Экономические науки
Статья в выпуске: 11, 2015 года.
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At present the researchers continue the efforts to create a single model that would describe the processes taking place in the financial markets and able to take into account the impact of behavioral factors identified by the researchers. The scientific relevance of the work is the approach to the building the model of making the demand for financial instruments, which has additional parameters, reflecting the resulting impact of behavioral abnormalities of economic entities. The authors present a new tool of detection, interpretation and overcoming of the preconditions of pricing deformation in the context of the modern portfolio theory development.
Efficient market hypothesis, adaptive market hypothesis, model of capital assets pricing, arbitrage pricing model, arbitration, deformation of pricing, behavioral finance
Короткий адрес: https://sciup.org/14937143
IDR: 14937143