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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

Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs

Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2015 - This version: February 2015

In this paper, we study the effect of proportional transaction costs on consumption- portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and two risky stocks, one of which incurs the transaction cost. Our model has...

Persistent link: https://www.econbiz.de/10012061082