When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (Q848604)
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scientific article; zbMATH DE number 5677374
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| English | When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? |
scientific article; zbMATH DE number 5677374 |
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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (English)
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4 March 2010
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asset pricing
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risk sharing
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0.8231505751609802
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0.7994792461395264
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0.7976876497268677
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0.7820432186126709
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