Solving an Incomplete Markets Model with a Large Cross-Section of Agents
Year of publication: |
2017
|
---|---|
Authors: | Mertens, Thomas M. |
Other Persons: | Judd, Kenneth L. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Unvollkommener Markt | Incomplete market | Theorie | Theory |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 5, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.1859650 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Best-estimates in bond markets with reinvestment risk
MacKay, Anne, (2015)
-
On the order form of the fundamental theorems of asset pricing
Kountzakis, Christos E., (2014)
-
Interest rate risk management and dynamic portfolio selections
Sun, Hang, (2011)
- More ...
-
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity
Mertens, Thomas M., (2013)
-
Solving an incomplete markets model with a large cross-section of agents
Mertens, Thomas M., (2018)
-
Computationally Intensive Analyses in Economics
Judd, Kenneth L.,
- More ...