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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk, (2010)
Hedging permanent income shocks
Bagliano, Fabio C., (2023)
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?
Krueger, Dirk, (2006)
Valuation of claims on nontraded assets using utility maximization
Henderson, Vicky, (2002)
Is corporate control effective when managers face investment timing decisions in incomplete markets?
Henderson, Vicky, (2010)
Prospect theory, liquidation, and the disposition effect
Henderson, Vicky, (2012)