Asset pricing with jump/diffusion permanent income shocks

DOI10.1016/S0165-1765(02)00116-7zbMath1009.91015OpenAlexW1966732858MaRDI QIDQ1614798

Mark Freeman

Publication date: 9 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00116-7

zbMATH Keywords

incomplete marketsasset pricing theory

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• The risk-free rate in heterogeneous-agent incomplete-insurance economies
• Equilibrium asset prices with undiversifiable labor income risk

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