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

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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
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    Statements

    title
    When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (English)
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    author
    Dirk Krueger
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    Hanno Lustig
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    publication date
    4 March 2010
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    zbMATH Keywords
    asset pricing
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    risk sharing
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B25
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    91B54
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    zbMATH DE Number
    5677374
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    OpenAlex ID
    W3122834601
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