Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617): Difference between revisions

@@ Property / author @@
+H. S. Yoon
@@ Property / author: H. S. Yoon / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 91B52 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6034543
@@ Property / zbMATH DE Number: 6034543 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unspanned income
@@ Property / zbMATH Keywords: unspanned income / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heterogeneous preferences
@@ Property / zbMATH Keywords: heterogeneous preferences / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+continuous-time equilibrium
@@ Property / zbMATH Keywords: continuous-time equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk-free rate puzzle
@@ Property / zbMATH Keywords: risk-free rate puzzle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+equity premium
@@ Property / zbMATH Keywords: equity premium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete markets
@@ Property / zbMATH Keywords: incomplete markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3123594964
@@ Property / OpenAlex ID: W3123594964 / rank @@
+Normal rank
@@ Property / cites work @@
+A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
+Normal rank
@@ Property / cites work @@
+Q3787744
@@ Property / cites work: Q3787744 / rank @@
+Normal rank
@@ Property / cites work @@
+Incomplete markets and volatility
@@ Property / cites work: Incomplete markets and volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+The importance of the number of different agents in a heterogeneous asset-pricing model
+Normal rank
@@ Property / cites work @@
+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
+Normal rank
@@ Property / cites work @@
+Optimal hedging and equilibrium in a dynamic futures market
+Normal rank
@@ Property / cites work @@
+An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
+Normal rank
@@ Property / cites work @@
+Consumption Over the Life Cycle
@@ Property / cites work: Consumption Over the Life Cycle / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit solutions to an optimal portfolio choice problem with stochastic income
+Normal rank
@@ Property / cites work @@
+The risk-free rate in heterogeneous-agent incomplete-insurance economies
+Normal rank
@@ Property / cites work @@
+Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
+Normal rank
@@ Property / cites work @@
+The law of large numbers with a continuum of i.i.d. random variables
+Normal rank
@@ Property / cites work @@
+When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
+Normal rank
@@ Property / cites work @@
+Asset prices in a Huggett economy
@@ Property / cites work: Asset prices in a Huggett economy / rank @@
+Normal rank
@@ Property / cites work @@
+INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE,  AND EQUILIBRIUM ASSET RETURNS
+Normal rank
@@ Property / cites work @@
+Does Market Incompleteness Matter?
@@ Property / cites work: Does Market Incompleteness Matter? / rank @@
+Normal rank
@@ Property / cites work @@
+Markets for an Exchange Economy with Individual Risks
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+The instantaneous capital market line
@@ Property / cites work: The instantaneous capital market line / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Hedging and Valuation of Nontraded Assets
@@ Property / cites work: Optimal Hedging and Valuation of Nontraded Assets / rank @@
+Normal rank
@@ Property / cites work @@
+A law of large numbers for large economies
@@ Property / cites work: A law of large numbers for large economies / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:417617