When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Year of publication: |
2010
|
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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 |
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