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Are more risk averse agents more optimistic?

Jouini, Elyès; Napp, Clotilde - In: Economics letters 101 (2008) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10003787497

Heterogeneous beliefs and asset pricing in discrete time : an analysis of pessimism and doubt

Jouini, Elyès; Napp, Clotilde - In: Journal of economic dynamics & control 30 (2006) 7, pp. 1233-1260

Persistent link: https://www.econbiz.de/10003336480

Live fast, die young

Jouini, Elyès; Napp, Clotilde - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 265-278

Persistent link: https://www.econbiz.de/10011554252

Equilibrium CEO contract with belief heterogeneity

Bianchi, Milo; Dana, Rose-Anne; Jouini, Elyès - 2021

Persistent link: https://www.econbiz.de/10012643268

Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model.

Jouini, Elyès; Napp, Clotilde - Université Paris-Dauphine - 2008

We analyze the link between pessimism and risk-aversion. We consider a model of partially revealing, competitive rational expectations equilibrium with diverse information, in which the distribution of risk-aversion across individuals is unknown. We show that when a high individual level of...

Persistent link: https://www.econbiz.de/10008532568

Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model

Jouini, Elyès; Napp, Clotilde - Université Paris-Dauphine (Paris IX) - 2008

Persistent link: https://www.econbiz.de/10010708147