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Self-production, friction, and risk sharing against disasters : evidence from a developing country
Sawada, Yasuyuki; Nakata, Hiroyuki; Kotera, Tomoaki - In: World development : the multi-disciplinary … 94 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011761343
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Pension plan funding, technology choice, and the equity risk premium
Webb, David C. - In: The Scandinavian journal of economics 113 (2011) 3, pp. 493-524
Persistent link: https://www.econbiz.de/10009376890
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Collateralized borrowing and increasing risk
Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333118
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Persistent link: https://www.econbiz.de/10010199466
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2014
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10010350439
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - In: Journal of banking & finance 49 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
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Consumption and portfolio selection with labor income : a discrete-time approach
Koo, Hyeng-keun - In: Mathematical methods of operations research 50 (1999) 2, pp. 219-243
Persistent link: https://www.econbiz.de/10001428093
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Dynamic Equilibrium with Heterogeneous Agents and Risk Constraints
Prieto, Rodolfo - 2011
We examine the impact of risk-based portfolio constraints on asset prices in an exchange economy. Constrained agents scale down their portfolio and behave locally like power utility investors with risk aversion that depends on current market conditions. The imposition of constraints dampens...
Persistent link: https://www.econbiz.de/10013132941
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Risk Allocation Under Liquidity Constraints
Csóka, Péter - 2013
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10013074803
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10010127751