Speculation and Risk Sharing with New Financial Assets*

DOI10.1093/QJE/QJT007zbMATH Open1400.91561OpenAlexW2146861923MaRDI QIDQ4963004FDOQ4963004

Authors: Alp Simsek 

Publication date: 6 November 2018

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/82893

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zbMATH Keywords

financial innovationportfolio risksuninsurable variance

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (5)

• Markets for financial innovation
• Speculative securities
• Financial complexity and trade
• Survival in speculative markets
• Bilateral risk sharing with heterogeneous beliefs and exposure constraints

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