Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Haim Levy*, Enrico G. de Giorgi, Thorsten Hens

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

Abstract

Markowitz and Sharpe won the Nobel Prize in Economics for the development of Mean-Variance (M-V) analysis and the Capital Asset Pricing Model (CAPM). Kahneman won the Nobel Prize in Economics for the development of Prospect Theory. In deriving the CAPM, Sharpe, Lintner and Mossin assume expected utility (EU) maximisation in the face of risk aversion. Kahneman and Tversky suggest Prospect Theory (PT) as an alternative paradigm to EU theory. They show that investors distort probabilities, make decisions based on change of wealth, exhibit loss aversion and maximise the expectation of an S-shaped value function, which contains a risk-seeking segment. Can these two apparently contradictory paradigms coexist? We show in this paper that although CPT (and PT) is in conflict to EUT, and violates some of the CAPM's underlying assumptions, the Security Market Line Theorem (SMLT) of the CAPM is intact in the CPT framework. Therefore, the CAPM is intact also in CPT framework.

Original languageEnglish
Pages (from-to)163-182
Number of pages20
JournalEuropean Financial Management
Volume18
Issue number2
DOIs
StatePublished - Mar 2012

Keywords

  • Asset pricing
  • Capital asset pricing model
  • Cumulative prospect theory
  • Equilibrium

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