The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
Abstract
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns by Markus K. Brunnermeier, Christian Gollier and Jonathan A. Parker. Published in volume 97, issue 2, pages 159-165 of American Economic Review, May 2007
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Cites
Commerce, D. (1921) · Medical Entomology and Zoology · Cited by 2,207
Maxing out: Stocks as lotteries and the cross-section of expected returns
Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011) · Journal of Financial Economics · doi:10.1016/j.jfineco.2010.08.014 · Cited by 1,624
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
Barberis, N., & Huang, M. (2008) · American Economic Review · doi:10.1257/aer.98.5.2066 · Cited by 1,544
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
Calvet, L. E., Campbell, J. Y., & Sodini, P. (2007) · Journal of Political Economy · doi:10.1086/524204 · Cited by 992
Expected Idiosyncratic Skewness
Boyer, B., Mitton, T., & Vorkink, K. (2010) · Review of Financial Studies · doi:10.1093/rfs/hhp041 · Cited by 833
Brunnermeier, M. K., & Parker, J. A. (2005) · American Economic Review · doi:10.1257/0002828054825493 · Cited by 718
Self-citationPortfolio selection with higher moments
Harvey, C. R., Liechty, J. C., Liechty, M. W., & Müller, P. (2010) · Quantitative Finance · doi:10.1080/14697681003756877 · Cited by 535
Relative Wage Movements and the Distribution of Consumption
Attanasio, O., & Davis, S. J. (1996) · Journal of Political Economy · doi:10.1086/262058 · Cited by 448
Groupthink: Collective Delusions in Organizations and Markets
Bénabou, R. (2013) · The Review of Economic Studies · doi:10.1093/restud/rds030 · Cited by 319
Equilibrium Underdiversification and the Preference for Skewness
Mitton, T., & Vorkink, K. (2004) · SSRN Electronic Journal · doi:10.2139/ssrn.630821 · Cited by 234
Cited by
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
Barberis, N., & Huang, M. (2008) · American Economic Review · doi:10.1257/aer.98.5.2066 · Cited by 1,544
Expected Idiosyncratic Skewness
Boyer, B., Mitton, T., & Vorkink, K. (2010) · Review of Financial Studies · doi:10.1093/rfs/hhp041 · Cited by 833
Gomes, F., Haliassos, M., & Ramadorai, T. (2021) · Journal of Economic Literature · doi:10.1257/jel.20201461 · Cited by 396
Groupthink: Collective Delusions in Organizations and Markets
Bénabou, R. (2013) · The Review of Economic Studies · doi:10.1093/restud/rds030 · Cited by 319
Crash-neutral currency carry trades
Jurek, J. W. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.05.004 · Cited by 319
Metadata
- Authors
- Brunnermeier, M. K., Gollier, C., & Parker, J. A.
- Venue
- American Economic Review
- Publisher
- American Economic Association
- Published
- 2007-04-01
- Volume
- 97
- Issue
- 2
- Pages
- 159-165
- ISSN
- 0002-8282 (ISSN-L)
- OpenAlex
- W3123231760
- Cited by
- 448
- References
- 15
- FWCI
- 23.03
- Type
- journal article
- Language
- en
- Open access
- closed
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- Brunnermeier, M. K., Gollier, C., & Parker, J. A. (2007). Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. American Economic Review. https://doi.org/10.1257/aer.97.2.159
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.