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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? - MaRDI portal

When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (Q848604)

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scientific article; zbMATH DE number 5677374
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English
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
scientific article; zbMATH DE number 5677374

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    When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? (English)
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    4 March 2010
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    asset pricing
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    risk sharing
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