Papers on "Asset Pricing Phenomena" and similar term paper topics

Paper #050558 :: Asset Pricing Phenomena
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This paper discusses the asset pricing phenomena called "bubbles" and other contemporary portfolio management issues.

Written in 2004; 1,615 words; 12 sources; MLA; $ 52.95

Paper Summary:

This paper explains that, throughout history, investors have been caught off-guard by the bursting of one speculative bubble after another. The author believes that investors should be in the market for the long haul to reduce its volatility. The paper suggests the use of the stop-loss orders on every stock purchase, which stop a stock's free fall when things go wrong; the IBD philosophy is to set the stop at 8% below the purchase price.

From the Paper:

"Like an overzealous clown blowing up balloons, eventually those balloons will not hold any additional helium air and they, well, ?BURST.? We should learn financial history for the sake of avoiding making the same idiotic mistakes from other generations. But, our human nature continues to allow great financial and social losses to occur because speculative bubble investing continues. Some examples of speculative bubbles have colorful names like the Tulip-Bulb craze, the south sea bubble, the Florida real estate craze, the nifty-fifty era and, yes, The Crash of 1987."

Tags: tulip-bulb stop dot.com diversity long-haul

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