Probability weighting and default risk : a possible explanation for distressed stock puzzles
Akira Yamazaki
| Year of publication: |
2020
|
|---|---|
| Authors: | Yamazaki, Akira |
| Subject: | Asset pricing puzzles | Business time | Consumption-based asset pricing | Default risk | Distressed stock | Probability weighting function | CAPM | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Volatilität | Volatility | Equity-Premium-Puzzle | Equity premium puzzle | Prospect Theory | Prospect theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1698057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262617