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Research Center of Finance, Shanghai Business School
Mean-Variance, Rational Decision Maker, Symmetry, Swap Variance, Human Decision Maker, Asymmetry, Expected Utility Maximization, Stochastic Dominance, Capital Market Equilibrium, Loss-Aversion, and Gain-Preference
Volatility-asymmetry, Implied Equity Premium, Implied Beta, VIX, SVIX, AVIX
sentiment, emotional bias, cognitive error, bounded rationality, preservers, accumulators, momentum, return predictability
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accumulators, cognitive error, emotional bias, Momentum, preservers, return predictability, sentiment
Volatility Asymmetry, Stochastic Dominance, Asset Pricing, CAPM
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