Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment (Q654513)
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scientific article; zbMATH DE number 5992520
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| English | Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment |
scientific article; zbMATH DE number 5992520 |
Statements
Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment (English)
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28 December 2011
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risk sharing
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limited commitment
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borrowing constraints
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0.8198535442352295
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0.8025344014167786
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0.8020851016044617
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0.7881298065185547
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0.7869771718978882
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