Waseda Institute for Advanced Study (WIAS)Waseda University

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Waseda Organizational and Financial Economics Seminar: “Regret-based Asset Pricing Model” (October 7)

Waseda Organizational and Financial Economics Seminar:
“Regret-based Asset Pricing Model” (October 7)

講演者 / Speaker

Jie Qin (Professor, Ritsumeikan University)

  • Field of Research Interests
    Regret Theory, Behavioral Finance, Neuroeconomics, Market Microstructure, Herding, Crash
日 時 / Date & Time

Monday, 7 October 2019, 13:00 – 14:30

会 場 / Venue

Room 1111, 11F, Building 11, Waseda University

主 旨 / Outline

“Regret-based Asset Pricing Model”

本研究は、後悔理論に基づき、後悔回避下の資産価格評価モデルを構築する。

モデルでは、選ばなかったポートフォリオが反実仮想に通して投資家の効用に影響する。

均衡では、危険資産の超過収益率が市場ベータおよび“後悔ベータ”に比例する。

プログラム / Schedule

13:00~13:05 Opening Remarks (MIYAJIMA, Hideaki (Advisor, WIAS / Professor, Waseda University))
13:05~14:05 Presentation
14:05~14:25 Question-and-answer session
14:25~14:30 Concluding Remarks(MIYAJIMA, Hideaki )

対 象 / Prospected Audience

Faculty and staff members of a university, grad students, undergraduates, the general public

主 催 / Organizer

Research Institute of Business Administration, Waseda University
Waseda Institute for Advanced Study, Waseda University

申込み / Registration

Free of charge. Please come to the event venue directly.

Dates
  • 1007

    MON
    2019

Place

Waseda University

Tags
Posted

Mon, 30 Sep 2019

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