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

Markus K. Brunnermeier (), Christian Gollier () and Jonathan A. Parker

No 429, IDEI Working Papers from Institut d'Économie Industrielle (IDEI), Toulouse

JEL-codes: D1 D8 G11 G12 (search for similar items in EconPapers)
Date: 2007-02
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Published in American Economic Review, vol. 97, n°2, mai 2007, p. 159-165.

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Related works:
Working Paper: Optimal Beliefs, Asset Prices and the Preference for Skewed Returns (2007)
Working Paper: Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns (2007)
Journal Article: Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns (2007)
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Persistent link: http://EconPapers.repec.org/RePEc:ide:wpaper:6649

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