Efficiency, equilibrium, and asset pricing with risk of default

Econometrica

Volumn 68, Issue 4, 2000, Pages 775-797

  Alvarez, Fernando ^a   Jermann, Urban J ^a  

^a NONE

Author keywords

Asset pricing; Default risk; Endogenous solvency constraints; Participation constraints; Risk sharing

Indexed keywords

EID: 0001393537     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00137     Document Type: Article

References (15)

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