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Friday, November 13, 2020 | History

3 edition of Optimal beliefs, asset prices, and the preference for skewed returns found in the catalog.

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

Markus Konrad Brunnermeier

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

  • 140 Want to read
  • 11 Currently reading

Published by National Bureau of Economic Research in Cambridge, Mass .
Written in English

    Subjects:
  • Equilibrium (Economics) -- Econometric models,
  • Assets (Accounting) -- Prices -- Decision making

  • Edition Notes

    StatementMarkus K. Brunnermeier, Christian Gollier, Jonathan A. Parker.
    SeriesNBER working paper series -- no. 12940., Working paper series (National Bureau of Economic Research) -- working paper no. 12940.
    ContributionsGollier, Christian., Parker, Jonathan A., National Bureau of Economic Research.
    The Physical Object
    Pagination32 p. :
    Number of Pages32
    ID Numbers
    Open LibraryOL17633430M
    OCLC/WorldCa85837771


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Optimal beliefs, asset prices, and the preference for skewed returns by Markus Konrad Brunnermeier Download PDF EPUB FB2

Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns Article (PDF Available) in American Economic Review 97(2) February with 81 Reads How we measure 'reads'.

Brunnermeier, Markus K, Christian Gollier, and Jonathan A Parker. “Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns”. The American Economic. optimal beliefs, asset prices, and the preference for skewed returns Users without a subscription are not able to see the full content.

Please, subscribe or login to access all content. Optimal Strategic Beliefs. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. Article. more skewed asset can have lower average returns.

*Brunnermeier, Markus K., Christian Gollier, and Jonathan Parker,Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns, American Economic. Optimal beliefs, asset prices and the preference for skewed returns, (). Parimutuel betting markets: Racetracks and lotteries. “Optimal Beliefs, Asset Prices and the Preference for Skewed Returns” (with Christian Gollier and Jonathan Parker) American Economic Review (Papers and Proceedings).

A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns - Volume 49 Issue - René Garcia, Daniel Mantilla-García, Lionel MartelliniCited by: The paper sketches historically the emerging Indian stock market economy from the birth of the Bombay stock exchange and the National stock exchange to the present.

It focuses on analyzing the return Author: Rubina Barodawala, Diksha Ranawat. The term log-return refers to the continuouslycompounded growth rate of an asset’s price. Note that lower-frequency log-returns can be computed as the sum of higher frequency by:   Price-to-book value (P/B) ratio is a financial ratio measuring a company's market value to its book value.

Return on equity (ROE) is a financial ratio that measures profitability and is calculated. Price-to-book (P/B) is an equity valuation ratio that compares market value (stock price per share) to book value (equity of shareholders). P/B is expressed as a multiple – how many times book value stock investors are willing to pay to acquire a company's stock.