Incomplete markets and derivative assets

DOI10.1007/S00199-015-0912-9zbMath1367.91146OpenAlexW2598201686WikidataQ62629989 ScholiaQ62629989MaRDI QIDQ315796

François Le Grand, Xavier Ragot

Publication date: 23 September 2016

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/1p7ctioc2n80gp0icks5dssdsa

zbMATH Keywords

incomplete marketsderivative assetsheterogeneous agent modelsimperfect risk sharing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50) Heterogeneous agent models (91B69)

Cites Work

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• INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS

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