scientific article; zbMATH DE number 1552543

zbMATH Open0972.91061MaRDI QIDQ4524804FDOQ4524804

Authors: David K. Levine, William R. Zame 

Publication date: 15 January 2001

Title of this publication is not available (Why is that?)

Recommendations

• Does Market Incompleteness Matter?
• When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
• Ambiguity aversion and incompleteness of financial markets.
• On increasing risk in incomplete markets
• Implications of Efficient Risk Sharing without Commitment

zbMATH Keywords

risk aversionexchange economyincomplete financial marketequilibrium utilityperfect risk sharing

Mathematics Subject Classification ID

Utility theory (91B16) General equilibrium theory (91B50)

Cited In (18)

• Risk sharing through financial markets with endogenous enforcement of trades
• An Industrial Organization Theory of Risk Sharing
• Does Market Incompleteness Matter?
• The tradeoff between risk sharing and information production in financial markets
• Endogenous market incompleteness with investment risks
• Ambiguity aversion and incompleteness of financial markets.
• Financial market incompleteness and international cooperation on capital controls
• Title not available (Why is that?)
• Pooling, pricing and trading of risks
• When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
• Idiosyncratic risk and financial policy
• Risk sharing with competition
• Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
• Effective risk aversion in thin risk‐sharing markets
• On increasing risk in incomplete markets
• The effect of market power on risk-sharing
• Speculation and Risk Sharing with New Financial Assets*
• Bilateral risk sharing in a comonotone market with rank-dependent utilities

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