Are risk-averse agents more optimistic? : a Bayesian estimation approach
Selima Ben Mansour, Elyès Jouini, Jean-Michel Marin, Clotilde Napp and Christian Robert
| Year of publication: |
2008
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|---|---|
| Authors: | Ben Mansour, Selima ; Jouini, Elyès ; Marin, Jean-Michel ; Napp, Clotilde ; Robert, Christian P. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 6, p. 843-860
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| Subject: | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003766812