When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (Q848604): Difference between revisions

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-.1016/j.jet.2009.10.005
@@ Property / DOI: 10.1016/j.jet.2009.10.005 / rank @@
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+MaRDI publication profile
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+W3122834601
@@ Property / OpenAlex ID: W3122834601 / rank @@
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@@ Property / cites work @@
+Q3787744
@@ Property / cites work: Q3787744 / rank @@
+Normal rank
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+The importance of the number of different agents in a heterogeneous asset-pricing model
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+Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case
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+The risk-free rate in heterogeneous-agent incomplete-insurance economies
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+INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE,  AND EQUILIBRIUM ASSET RETURNS
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+RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
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+Does Market Incompleteness Matter?
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+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
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+EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE  OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
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+Competitive equilibria of economies with a continuum of consumers and aggregate shocks
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+Equilibrium asset prices with undiversifiable labor income risk
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@@ Property / DOI @@
+.1016/J.JET.2009.10.005
@@ Property / DOI: 10.1016/J.JET.2009.10.005 / rank @@
+Normal rank