Asset Pricing when Risk Sharing is Limited by Default
Year of publication: |
1998-03
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Authors: | Jermann, Urban Joseph ; Alvarez, Fernando |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Alvarez, Fernando and Urban J. Jermann. "Efficiency, Equilibrium, And Asset Pricing With Risk Of Default," Econometrica, 2000, v68(4,Jul), 775-797. Number 6476 |
Classification: | G12 - Asset Pricing ; D50 - General Equilibrium and Disequilibrium. General |
Source: |
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