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