Optimal beliefs, asset prices, and the preference for skewed returns

American Economic Review

Volumn 97, Issue 2, 2007, Pages 159-165

  Brunnermeier, Markus K ^a   Gollier, Christian ^b   Parker, Jonathan A ^a  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547249819     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.97.2.159     Document Type: Conference Paper

References (13)

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4. Brunnermeier, Markus K., Christian Collier, and Jonathan A. Parker. 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns." National Bureau of Economic Research Working Paper 12940.
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12. Vissing-Jorgensen, Annette. 2003. "Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions." In NBER Macro-economics Annual 2003, ed. Mark Gertler and Kenneth Rogoff, 137-94. Cambridge, MA: MIT Press.
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