Sharing idiosyncratic risk even though prices are ``wrong
DOI10.1016/J.JET.2021.105400zbMATH Open1484.91260OpenAlexW4200243644MaRDI QIDQ2123181FDOQ2123181
Authors: Edward Halim, Yohanes E. Riyanto, Nilanjan Roy 
Publication date: 8 April 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2021.105400
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Cites Work
- Asset Prices in an Exchange Economy
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- The Present-Value Relation: Tests Based on Implied Variance Bounds
- Handbook on systemic risk
- The effect of the background risk in a simple chance improving decision model
- A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates
- Price bubbles in laboratory asset markets with constant fundamental values
- An experimental study of decisions in dynamic optimization problems
- Initial cash/asset ratio and asset prices: An experimental study
- An experimental test of the Lucas asset pricing model
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