Are more risk averse agents more optimistic? Insights from a rational expectations model
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Publication:1934906
DOI10.1016/j.econlet.2008.06.002zbMath1255.91306OpenAlexW1984549537MaRDI QIDQ1934906
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/29
Related Items (1)
Cites Work
- On the aggregation of information in competitive markets
- An exploration of the effects of pessimism and doubt on asset returns.
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
- Informed Speculation with Imperfect Competition
- Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
- Estimating risk attitudes using lotteries: a large sample approach
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