Can the consumption-free nonexpected utility model solve the risk premium puzzle? An empirical study of the Japanese stock market
Year of publication: |
2010
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Authors: | Kang, Myong-Il |
Publisher: |
Osaka : Osaka University, Institute of Social and Economic Research (ISER) |
Subject: | Börsenkurs | Risikoprämie | Erwartungsnutzen | CAPM | Schätzung | Japan | risk premium puzzle | nonexpected utility |
Series: | ISER Discussion Paper ; 783 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 630869685 [GVK] hdl:10419/92829 [Handle] |
Classification: | G12 - Asset Pricing |
Source: |
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Kang, Myong-il, (2010)
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Kang, Myong-Il, (2010)
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