Asset pricing with endogenously uninsurable tail risk (Q5860146)

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scientific article; zbMATH DE number 7429921
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    Asset pricing with endogenously uninsurable tail risk
    scientific article; zbMATH DE number 7429921

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      Asset Pricing With Endogenously Uninsurable Tail Risk (English)
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      18 November 2021
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      equity premium puzzle
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      dynamic contracting
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      limited commitment
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      tail risk
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