Are risk averse agents more optimistic ?
| Year of publication: |
2006
|
|---|---|
| Authors: | Ben Mansour, Selima ; Jouini, Elyès ; Marin, Jean-Michel ; Napp, Clotilde ; Robert, Christian P. |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | pessimism | risk aversion | bayesian estimation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Classification: | D53 - Financial Markets ; G12 - Asset Pricing ; C11 - Bayesian Analysis |
| Source: |
Persistent link: https://www.econbiz.de/10010905096