Document de travail
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
Markus K. Brunnermeier, Christian Gollier et Jonathan A. Parker
IDEI Working Paper
n° 429, février 2007
Référence
Markus K. Brunnermeier, Christian Gollier et Jonathan A. Parker, « Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns », IDEI Working Paper, n° 429, février 2007.
Codes JEL
- D1: Household Behavior and Family Economics
- D8: Information, Knowledge, and Uncertainty
- G11: Portfolio Choice • Investment Decisions
- G12: Asset Pricing • Trading Volume • Bond Interest Rates