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Are risk averse agents more optimistic ?

Ben Mansour, Selima; Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde; Robert, Christian P. (2006), Are risk averse agents more optimistic ?, EGRIE, 2006, Barcelone, Espagne

Type
Communication / Conférence
Date
2006
Conference title
EGRIE
Conference date
2006
Conference city
Barcelone
Conference country
Espagne
Metadata
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Author(s)
Ben Mansour, Selima
Jouini, Elyès
Marin, Jean-Michel cc
Napp, Clotilde cc
Robert, Christian P.
Subjects / Keywords
pessimism; risk aversion; bayesian estimation
JEL
D53 - Financial Markets
G12 - Asset Pricing; Trading Volume; Bond Interest Rates
C11 - Bayesian Analysis: General