A model of leverage based on risk sharing

DOI10.1016/J.ECONLET.2013.02.001zbMath1284.91601OpenAlexW2051421730MaRDI QIDQ2444458

Tianxi Wang

Publication date: 9 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.001

zbMATH Keywords

risk sharingleveragefinancial intermediaries

Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

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