Equilibrium asset prices with undiversifiable labor income risk
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Publication:1200326
DOI10.1016/0165-1889(92)90057-LzbMath0825.90162MaRDI QIDQ1200326
Publication date: 16 January 1993
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
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Cites Work
- An Intertemporal General Equilibrium Model of Asset Prices
- Proper Risk Aversion
- Risk Aversion with Random Initial Wealth
- Asset Prices in an Exchange Economy
- Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
