Behavioral Approach to Market and Default Risks Modeling

Chamberlain Sylvain Taguedong
2009 Social Science Research Network  
The initial project was a study of the most popular risk measures with assets' dynamics linked to main fundamental exogenous risks. Which turned out too complex after an explorative analysis. But thanks to behavioral finance course, the desire has been almost compelling to integrate classical models into a framework of decision under uncertainty and irrationality. I want to express my sincere gratitude to my supervisors, especially to Prof. Giovanni Barone-Adesi. I'm also grateful to the United
more » ... States Bureau of Labor and Statistics (U.S. BLS) and Moody's Analytics for their feedbacks during the explorative phase of this project, they gave a twist to the scope of the project. Chapter 1.
doi:10.2139/ssrn.1528569 fatcat:r4slemkrf5eyzcg4dx7nnphdeu