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The Market Price of Aggregate Risk and the Wealth Distribution

Lustig, Hanno N. - 2005

We introduce limited liability in a model with a continuum of ex ante identical agents who face aggregate and idiosyncratic income risk. These agents can trade a complete menu of contingent claims, but they cannot commit and shares in a Lucas tree serve as collateral to back up their...

Persistent link: https://www.econbiz.de/10012784936

An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset

Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962

Persistent link: https://www.econbiz.de/10012703757

Optimal cycle times in multistage serial systems with set-up and inventory costs

Karimi, Iftekhar A. - In: Management science : journal of the Institute for … 38 (1992) 10, pp. 1467-1481

Persistent link: https://www.econbiz.de/10001133852

Complete prepayment models for mortgage-backed securities

Kang, Pan - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1665-1685

Persistent link: https://www.econbiz.de/10001135938

The capital asset pricing model with diverse holding periods

Levy, Haim - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1529-1542

Persistent link: https://www.econbiz.de/10001135949

Competitive strategies for two firms with asymmetric production cost structures

Eliashberg, Jehoshua - In: Management science : journal of the Institute for … 37 (1991) 11, pp. 1452-1473

Persistent link: https://www.econbiz.de/10001115788

Multinomial approximating models for options with k state variables

Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652

Persistent link: https://www.econbiz.de/10001120186

On properties of stochastic inventory systems

Zheng, Yu-sheng - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 87-103

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The role of inventory in delivery-time competition

Li, Lode - In: Management science : journal of the Institute for … 38 (1992) 2, pp. 182-197

Persistent link: https://www.econbiz.de/10001122918

Stopped myopic policies in some inventory models with generalized demand processes

Lovejoy, William S. - In: Management science : journal of the Institute for … 38 (1992) 5, pp. 688-707

Persistent link: https://www.econbiz.de/10001125629

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