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Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets

Calvet, Laurent E.; Grandmont, Jean-Michel; Lemaire, … - In: Research in economics : an international review of economics 72 (2018) 1, pp. 117-146

Persistent link: https://www.econbiz.de/10012041726

Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001822522

Idiosyncratic production risk, growth, and the business cycle

Angeletos, Marios (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661630

Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios; Calvet, Laurent E. - 2003

Persistent link: https://www.econbiz.de/10001765837

Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios; Calvet, Laurent E. - In: Journal of monetary economics 53 (2006) 6, pp. 1095-1115

Persistent link: https://www.econbiz.de/10003369372

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios - 2003

We introduce a neoclassical growth economy with idiosyncratic production risk and incomplete markets. Each agent is an entrepreneur operating her own neoclassical technology with her own capital stock. The general equilibrium is characterized in closed form. Idiosyncratic production shocks...

Persistent link: https://www.econbiz.de/10012468934

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios; Calvet, Laurent E. - 2021

Persistent link: https://www.econbiz.de/10013213408

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios; Calvet, Laurent E. - 2015

Persistent link: https://www.econbiz.de/10014034132