Asset pricing with endogenously uninsurable tail risk

DOI10.3982/ECTA15142zbMATH Open1475.91133MaRDI QIDQ5860146FDOQ5860146

Authors: Hengjie Ai, Anmol Bhandari 

Publication date: 18 November 2021

Published in: Econometrica (Search for Journal in Brave)

Recommendations

• Labour Relations and Asset Returns
• Portfolio choices, firm shocks and uninsurable wage risk
• Asset returns in an endogenous growth model with incomplete markets
• Asset pricing with jump/diffusion permanent income shocks
• Idiosyncratic risk and financial policy

zbMATH Keywords

limited commitmentequity premium puzzletail riskdynamic contracting

Mathematics Subject Classification ID

Labor markets (91B39) Contract theory (moral hazard, adverse selection) (91B41)

Cited In (1)

• Labour Relations and Asset Returns

This page was built for publication: Asset pricing with endogenously uninsurable tail risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5860146)