A class of tractable incomplete-market models for studying asset returns and risk exposure
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Author / Producer
Date
2018-04
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
Editor
Book title
Journal / series
Volume
103
Pages / Article No.
39 - 59
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Incomplete markets; Risk sharing; Consumption inequalities
Organisational unit
03877 - Bommier, Antoine / Bommier, Antoine