Working paper
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
Markus K. Brunnermeier, Christian Gollier, and Jonathan A. Parker
IDEI Working Paper
n. 429, February 2007
Reference
Markus K. Brunnermeier, Christian Gollier, and Jonathan A. Parker, “Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns”, IDEI Working Paper, n. 429, February 2007.
JEL codes
- D1: Household Behavior and Family Economics
- D8: Information, Knowledge, and Uncertainty
- G11: Portfolio Choice • Investment Decisions
- G12: Asset Pricing • Trading Volume • Bond Interest Rates