Incomplete markets and derivative assets
type: Item
instance of: scholarly article
title: Incomplete markets and derivative assets
zbMATH Open document ID: 1367.91146
author: François Le Grand
author: Xavier Ragot
published in: Economic Theory
publication date: 2016-09-23T00:00:00Z
full work available at URL: 1p7ctioc2n80gp0icks5dssdsa
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6629434
zbMATH Keywords: incomplete markets
zbMATH Keywords: heterogeneous agent models
zbMATH Keywords: imperfect risk sharing
zbMATH Keywords: derivative assets
Wikidata QID: Q62629989
MaRDI profile type: Publication
OpenAlex ID: W2598201686
cites work: Incomplete markets and the output-inflation tradeoff
cites work: The market for crash risk
cites work: The pricing of options and corporate liabilities
cites work: Pareto improving financial innovation in incomplete markets
cites work: Incomplete markets, liquidation risk, and the term structure of interest rates
cites work: An expository note on individual risk without aggregate uncertainty
cites work: Who buys and who sells options: the role of options in an economy with background risk
cites work: INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
cites work: Q4840212
cites work: Asset prices in a Huggett economy
cites work: When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
cites work: Q4905685
cites work: Competitive equilibria of economies with a continuum of consumers and aggregate shocks
cites work: Investor heterogeneity, asset pricing and volatility dynamics
cites work: Options and Efficiency
cites work: Borrowing Constraints and Aggregate Economic Activity
DOI: 10.1007/S00199-015-0912-9
description: scientific article; zbMATH DE number 6629434