The importance of the number of different agents in a heterogeneous asset-pricing model (Q1589552): Difference between revisions

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+MaRDI publication profile
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+On the Concavity of the Consumption Function
@@ Property / cites work: On the Concavity of the Consumption Function / rank @@
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+SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND  HETEROGENEOUS AGENTS
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+Stationary Markov Equilibria
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+SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
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+INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE,  AND EQUILIBRIUM ASSET RETURNS
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+Infinite horizon equilibrium with incomplete markets
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+Dept constraints and equilibrium in infinite horizon economies with incomplete markets
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+Infinite Horizon Incomplete Markets
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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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+Individual Income, Incomplete Information, and Aggregate Consumption
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+Life-Cycle Economies and Aggregate Fluctuations
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+Dynamic Insurance with Private Information and Balanced Budgets
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+Equilibrium asset prices with undiversifiable labor income risk
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+Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
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+Q127207115
@@ Property / Wikidata QID: Q127207115 / rank @@
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