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A case for incomplete markets
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1
One-fund separation in incomplete markets with two assets
Won, Dongchul
- In:
Finance research letters
24
(
2018
),
pp. 168-174
Persistent link: https://www.econbiz.de/10011982563
Saved in:
2
Speculation
and financial wealth distribution under belief heterogeneity
Cao, Dan Vu
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
614
,
pp. 2258-2281
Persistent link: https://www.econbiz.de/10011951165
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3
Calming speculative traffic : an infrastructural
theory
of financial markets
Muellerleile, Chris
- In:
Economic geography
94
(
2018
)
3
,
pp. 279-298
Persistent link: https://www.econbiz.de/10012006539
Saved in:
4
Disagreement,
speculation
, and aggregate investment
Baker, Steven D.
;
Hollifield, Burton
;
Osambela, Emilio
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 210-225
Persistent link: https://www.econbiz.de/10011589754
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5
A model of market making with heterogeneous speculators
Bargigli, Leonardo
- In:
Journal of economic interaction and coordination
16
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012428414
Saved in:
6
Long-run heterogeneity in an exchange economy with fixed-mix traders
Bottazzi, Giulio
;
Dindo, Pietro
;
Giachini, Daniele
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
2
,
pp. 407-447
Persistent link: https://www.econbiz.de/10011946642
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7
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A.
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
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8
On the irrelevance of financial policy under market incompleteness and trading constraints
Atesagaoglu, Orhan Erem
;
Cárceles-Poveda, Eva
- In:
Economics letters
136
(
2015
),
pp. 125-128
Persistent link: https://www.econbiz.de/10011435983
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9
Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
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10
Risk aversion, uninsurable idiosyncratic risk, and the financial accelerator
Candian, Giacomo
;
Dmitriev, Mikhail
- In:
Review of economic dynamics
37
(
2020
),
pp. 299-322
Persistent link: https://www.econbiz.de/10012652927
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