Home  Journals  Finance and Credit  8(344) – 2009 February

Capital market modeling subject to behavioral aspects

Available online: 24 August 2009

Subject Heading: Financial resources

JEL Classification: 

The use of classic САРМ/АРТ models for forecasting on capital markets has long been recognized to be methodologically incorrect and results in significant mistakes. The application of alternative approaches to forecasting requires considerable information and computation resources. As a handy and theoretically grounded alternative the author proposes a new concept of forecasting of financial assets profitability and risk, which allows for irrational behavior of investors.

Keywords: modeling, market, capital, aspect, САРМ/АРТ

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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