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- Equilibrium in securities markets with heterogeneous investors and unspanned income risk 2012-05-14 Paper Increases in risk aversion and the distribution...10 bytes (16 words) - 12:14, 7 October 2023
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk 2012-05-14 Paper Increases in risk aversion and the distribution...10 bytes (15 words) - 12:42, 7 October 2023
- Equilibrium_in_securities_markets_with_heterogeneous_investors_and_unspanned_income_risk/6477332 zbMATH Keywords Brownian motion; incomplete markets; equity...15 bytes (88 words) - 04:45, 30 January 2024
- zbMATH Keywords incomplete markets; Radner equilibrium; annuity; BSDE; unspanned income; systems of BSDEs Mathematics Subject Classification ID 60H30: Applications...15 bytes (67 words) - 14:51, 2 February 2024
- Keywords portfolio choice; taxation; life cycle asset allocation; unspanned labor income Mathematics Subject Classification ID 91G10: Portfolio theory...15 bytes (66 words) - 18:20, 1 February 2024
