Representative consumer's risk aversion and efficient risk-sharing rules

DOI10.1016/j.jet.2006.11.002zbMath1132.91490MaRDI QIDQ2469863

Christoph Kuzmics, Chiaki Hara, James Huang

Publication date: 11 February 2008

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/14542/pie_dp323.pdf

zbMATH Keywords

aggregation; heterogeneous consumers; mutual fund theorem; absolute risk tolerance

Mathematics Subject Classification ID

Related Items

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