scientific article; zbMATH DE number 1552543
From MaRDI portal
Publication:4524804
Recommendations
Cited in
(20)- Pooling, pricing and trading of risks
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- Risk sharing with competition
- The effect of market power on risk-sharing
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Ambiguity aversion and incompleteness of financial markets.
- On increasing risk in incomplete markets
- Risk, Financial Markets, and Human Capital in a Developing Country
- scientific article; zbMATH DE number 1488120 (Why is no real title available?)
- Speculation and Risk Sharing with New Financial Assets*
- Does Market Incompleteness Matter?
- Implications of Efficient Risk Sharing without Commitment
- An Industrial Organization Theory of Risk Sharing
- Effective risk aversion in thin risk‐sharing markets
- Financial market incompleteness and international cooperation on capital controls
- Idiosyncratic risk and financial policy
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
- The tradeoff between risk sharing and information production in financial markets
- Risk sharing through financial markets with endogenous enforcement of trades
- Endogenous market incompleteness with investment risks
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4524804)
