Portfolio choice and asset pricing with endogenous beliefs and skewness preference
Year of publication: |
2014
|
---|---|
Authors: | Karehnke, Paul |
Other Persons: | Jouini, Elyès (contributor) ; Roon, Frans Adrianus de (contributor) |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Évaluations d'actifs | Choix de portefeuille | Croyances éndogènes | Anticipations | Déception | Skewness | Asset pricing | Portfolio choice | Endogenous beliefs | Anticipatory feelings | Disappointment |
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