When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?

Journal of Economic Theory

Volumn 145, Issue 1, 2010, Pages 1-41

  Krueger, Dirk ^a,b,d   Lustig, Hanno ^c,d  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b CEPR   (United Kingdom)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Asset pricing; Risk sharing

Indexed keywords

EID: 74149087323     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2009.10.005     Document Type: Article

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