Asset returns in an endogenous growth model with incomplete markets
type: Item
instance of: scholarly article
title: Asset returns in an endogenous growth model with incomplete markets
zbMATH Open document ID: 1179.91186
DOI: 10.1016/S0165-1889(03)00062-9
author: Tom Krebs
author: Bonnie Wilson
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B08
zbMATH DE Number: 5356925
zbMATH Keywords: incomplete markets
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: asset returns
zbMATH Keywords: endogenous growth
MaRDI profile type: Publication
cites work: Dynamic programming with homogeneous functions
cites work: An Intertemporal General Equilibrium Model of Asset Prices
cites work: SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
cites work: An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
cites work: The risk-free rate in heterogeneous-agent incomplete-insurance economies
cites work: Testable implications of consumption-based asset pricing models with incomplete markets.
cites work: Asset Prices in an Exchange Economy
cites work: Income Variance Dynamics and Heterogeneity
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
cites work: A simple model of incomplete insurance The case of permanent shocks
cites work: Rational Asset Pricing Bubbles
full work available at URL: s0165-1889(03)00062-9
OpenAlex ID: W3123980675
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356925