When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Dirk Krueger; Hanno Lustig
| Year of publication: |
2010
|
|---|---|
| Authors: | Krueger, Dirk ; Lustig, Hanno |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 145.2010, 1, p. 1-41
|
| Subject: | Risikoprämie | Risk premium | Unvollkommener Markt | Incomplete market | Versicherungsmarkt | Insurance market | Anleihe | Bond | Aktie | Share | Schock | Shock | Einkommen | Income | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003946292