Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market

Kang, Myong-Il

Institute of Social and Economic Research Discussion Papers, 2010, 783

アクセス数:166件（2025-05-17 06:17 集計）

固定URL: https://hdl.handle.net/11094/13325

タイトル	Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market
著者	著者名 Kang, Myong-Il
キーワード等	ISER discussion paper
出版者	The Institute of Social and Economic Research, Osaka University
収録物名	Institute of Social and Economic Research Discussion Papers
巻(号)	783
刊行年月	2010-06
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13325
関連情報 (references)	URI https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2010/DP0783.pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Institute of Social and Economic Research Discussion Papers

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Institute of Social and Economic Research Discussion Papers. 2010, 783
DC.title	Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market
DC.creator	Kang, Myong-Il
DC.publisher	The Institute of Social and Economic Research, Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2010-06
DC.relation' scheme='DCTERMS.URI	https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2010/DP0783.pdf
DC.subject	ISER discussion paper
DC.format	13325
citation_title	Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market
citation_author	Kang, Myong-Il
citation_publisher	The Institute of Social and Economic Research, Osaka University
citation_language	英語
citation_date	2010-06
citation_journal_title	Institute of Social and Economic Research Discussion Papers
citation_volume	783
citation_public_url	https://hdl.handle.net/11094/13325
citation_abstract_html_url	https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2010/DP0783.pdf