Incomplete market dynamics and cross-sectional distributions
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Publication:472201
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Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 4051296 (Why is no real title available?)
- scientific article; zbMATH DE number 4091138 (Why is no real title available?)
- A simple model of incomplete insurance The case of permanent shocks
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- Dynamic programming with homogeneous functions
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
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- Human Capital Risk and Economic Growth
- Incomplete markets and volatility
- Incomplete-market dynamics in a neoclassical production economy
- Market equilibrium with heterogeneous recursive-utility-maximizing agents
- Optimal Entrepreneurial Decisions in a Completely Stochastic Environment
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- Optimum consumption and portfolio rules in a continuous-time model
- Portfolio choice with non-expected utility in continuous time
- Random difference equations and renewal theory for products of random matrices
- Recursive equilibrium in endogenous growth models with incomplete markets
- Recursive utility and the Ramsey problem
- Selection, Growth, and the Size Distribution of Firms
- Stationary Markov Equilibria
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Stochastic Differential Utility
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS
- The Granular Origins of Aggregate Fluctuations
- The Pareto law of incomes - an explanation and an extension
- The Pareto, Zipf and other power laws
- The Pareto-Levy Law and the Distribution of Income
- The distribution of wealth and fiscal policy in economies with finitely lived agents
- The wealth distribution in Bewley economies with capital income risk
- Unique solutions for stochastic recursive utilities
- Urban Structure and Growth
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
- Zipf's Law for Cities: An Explanation
Cited in
(25)- Incomplete-market dynamics in a neoclassical production economy
- The income fluctuation problem and the evolution of wealth
- A theory of the saving rate of the rich
- Information and inequality
- An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity
- On agricultural commodities' extreme price risk
- Huggett economies with multiple stationary equilibria
- Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods
- Optimal allocations in growth models with private information
- Unbounded dynamic programming via the Q-transform
- Analysis of incomplete stock market with jump-diffusion uncertainty
- Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes
- Thomas Piketty and the rate of time preference
- Incomplete markets: transverse financial structures
- Pareto extrapolation: An analytical framework for studying tail inequality
- The dynamics of Pareto distributed wealth in a small open economy
- Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
- Capital income jumps and wealth distribution
- Market closures and cross-sectional stock returns
- Robust comparative statics for the elasticity of intertemporal substitution
- TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
- Growth effects of annuities and government transfers in perpetual youth models
- Market Microstructure Invariance: Empirical Hypotheses
- On the emergence of a power law in the distribution of COVID-19 cases
- Productivity dispersion, between-firm competition, and the labor share
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