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  • Search: subject:"jumps in aggregate consumption"
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Year of publication
Subject
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heterogeneous beliefs 2 jumps in aggregate consumption 2 jumps in the longrungrowth rate 2 recursive preferences 2 Anlageverhalten 1 Behavioural finance 1 CAPM 1 Consumption theory 1 Incomplete market 1 Konsumtheorie 1 Market (in)completeness 1 Market risk 1 Marktrisiko 1 Unvollkommener Markt 1 Volatility 1 Volatilität 1 market (in)completeness 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Branger, Nicole 2 Konermann, Patrick 2 Schlag, Christian 2
Published in...
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SAFE Working Paper 1 SAFE working paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Optimists and pessimists in (in)complete markets
Branger, Nicole; Konermann, Patrick; Schlag, Christian - 2019
in aggregate consumption, incompleteness barely matters, since the consumption claim resembles an insurance product … investors disagree about the likelihood of jumps and have recursive preferences. We consider two models. In a model with jumps …
Persistent link: https://www.econbiz.de/10012023733
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Cover Image
Optimists and pessimists in (in)complete markets
Branger, Nicole; Konermann, Patrick; Schlag, Christian - 2019
in aggregate consumption, incompleteness barely matters, since the consumption claim resembles an insurance product … investors disagree about the likelihood of jumps and have recursive preferences. We consider two models. In a model with jumps …
Persistent link: https://www.econbiz.de/10012023619
Saved in:
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