|Statement||Markus K. Brunnermeier, Christian Gollier, Jonathan A. Parker.|
|Series||NBER working paper series -- no. 12940., Working paper series (National Bureau of Economic Research) -- working paper no. 12940.|
|Contributions||Gollier, Christian., Parker, Jonathan A., National Bureau of Economic Research.|
|The Physical Object|
|Pagination||32 p. :|
|Number of Pages||32|
optimal beliefs, asset prices, and the preference for skewed returns Users without a subscription are not able to see the full content. Please, subscribe or login to access all content. Optimal Strategic Beliefs. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. Article. more skewed asset can have lower average returns. *Brunnermeier, Markus K., Christian Gollier, and Jonathan Parker, , Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns, American Economic. Optimal beliefs, asset prices and the preference for skewed returns, (). Parimutuel betting markets: Racetracks and lotteries.
“Optimal Beliefs, Asset Prices and the Preference for Skewed Returns” (with Christian Gollier and Jonathan Parker) American Economic Review (Papers and Proceedings), . A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns - Volume 49 Issue - René Garcia, Daniel Mantilla-García, Lionel MartelliniCited by: The paper sketches historically the emerging Indian stock market economy from the birth of the Bombay stock exchange and the National stock exchange to the present. It focuses on analyzing the return Author: Rubina Barodawala, Diksha Ranawat. 1. The term log-return refers to the continuouslycompounded growth rate of an asset’s price. Note that lower-frequency log-returns can be computed as the sum of higher frequency by:
Price-to-book value (P/B) ratio is a financial ratio measuring a company's market value to its book value. Return on equity (ROE) is a financial ratio that measures profitability and is calculated. Price-to-book (P/B) is an equity valuation ratio that compares market value (stock price per share) to book value (equity of shareholders). P/B is expressed as a multiple – how many times book value stock investors are willing to pay to acquire a company's stock.