Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

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Summary, etc.：: This paper suggests incorporating investor probability weighting and the default risk of individual firms into a consumption-based asset pricing model...

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Material Type: 文書・図像類
Title: Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles
Author/Editor: YAMAZAKI, Akira
Author Heading: YAMAZAKI, Akira
Publication, Distribution, etc.: 法政大学イノベーション・マネジメント研究センター
Publication Date: 2018-02-09
Publication Date (W3CDTF): 2018-02-09
Periodical title: 法政大学イノベーション・マネジメント研究センターワーキングペーパーシリーズ
No. or year of volume/issue: 183
Volume: 183
Pages: 1-47
Text Language Code: eng
Subject Heading: asset pricing puzzles
consumption-based asset pricing
distressed stock
probability weighting function
default risk
business time
Target Audience: 一般
Note (General): イノベーション・マネジメント研究センターの許諾済。引用には出典を明記してください。
Format (IMT): application/pdf
Source: im_WPNo.183_Yamazaki.pdf （fulltext）
https://hosei.ecats-library.jp/da/repository/00014335/im_WPNo.183_Yamazaki.pdf
Access Restrictions: 限定公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 法政大学 : 法政大学学術機関リポジトリ