Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns

Brunnermeier, Markus K., Gollier, Christian and Parker, Jonathan A. (2007) Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. IDEI Working Paper, n. 429

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Official URL: http://tse-fr.eu/pub/6649
Item Type: Monograph (Working Paper)
Language: English
Date: 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
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:56
Last Modified: 07 Mar 2018 13:21
OAI ID: oai:tse-fr.eu:6649
URI: http://publications.ut-capitole.fr/id/eprint/2623

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