Speculation and Risk Sharing with New Financial Assets*

DOI10.1093/QJE/QJT007MaRDI QIDQ4963004zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

financial innovationportfolio risksuninsurable variance

Mathematics Subject Classification ID

Portfolio theory (91G10)

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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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