A class of tractable incomplete-market models for studying asset returns and risk exposure
Year of publication: |
April 2018
|
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Authors: | Le Grand, François ; Ragot, Xavier |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 103.2018, p. 39-59
|
Subject: | Consumption inequalities | Incomplete markets | Risk sharing | Unvollkommener Markt | Incomplete market | Risiko | Risk | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Privater Konsum | Private consumption | Risikoprämie | Risk premium | Konsum | Consumption | Schätzung | Estimation |
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