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: |
[2010]: [S.l.] : SSRN |
Subject: | Japan | Risikoprämie | Risk premium | Börsenkurs | Share price | Erwartungsnutzen | Expected utility | Schätzung | Estimation | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (27 p) |
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Series: | ISER Discussion Paper ; No. 783 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 17, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1628952 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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