Asset Pricing for Idiosyncratically Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.912788 ◽

2006 ◽

Cited By ~ 6

Author(s):

Semyon Malamud ◽

Eugene Trubowitz

Keyword(s):

Asset Pricing ◽

Incomplete Markets

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Asset-pricing Puzzles and Incomplete Markets

The Journal of Finance ◽

10.1111/j.1540-6261.1993.tb05129.x ◽

1993 ◽

Vol 48 (5) ◽

pp. 1803-1832 ◽

Cited By ~ 129

Author(s):

CHRIS I. TELMER

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Asset Pricing Puzzles

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The Capital Asset Pricing Model as a General Equilibrium With Incomplete Markets*

The Geneva Papers on Risk and Insurance Theory ◽

10.1007/bf01498460 ◽

1990 ◽

Vol 15 (1) ◽

pp. 55-71 ◽

Cited By ~ 22

Author(s):

John Geanakoplos ◽

Martin Shubik

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Incomplete Markets ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

Journal of Political Economy ◽

10.1086/262030 ◽

1996 ◽

Vol 104 (3) ◽

pp. 443-487 ◽

Cited By ~ 509

Author(s):

John Heaton ◽

Deborah J. Lucas

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Risk Sharing

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Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

The Journal of Finance ◽

10.1111/0022-1082.00100 ◽

1999 ◽

Vol 54 (1) ◽

pp. 123-163 ◽

Cited By ~ 35

Author(s):

Kris Jacobs

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Security Prices ◽

Asset Pricing Puzzles

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Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

10.3386/w4249 ◽

1993 ◽

Cited By ~ 10

Author(s):

John Heaton ◽

Deborah Lucas

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Risk Sharing

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Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.244731 ◽

2000 ◽

Author(s):

Ales Cerny

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Sharpe Ratios

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Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral

Econometrica ◽

10.1111/1468-0262.00469 ◽

2003 ◽

Vol 71 (6) ◽

pp. 1767-1793 ◽

Cited By ~ 90

Author(s):

Felix Kubler ◽

Karl Schmedders

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Pricing Models ◽

Asset Pricing Models

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Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

SSRN Electronic Journal ◽

10.2139/ssrn.2653647 ◽

2015 ◽

Author(s):

Lin Zhao ◽

Sweder van Wijnbergen

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Storage Capacity ◽

Gas Storage

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Regret Theory and Asset Pricing Anomalies in Incomplete Markets with Dynamic Unaggregated Preferences

Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making ◽

10.1057/978-1-137-44698-5_3 ◽

2016 ◽

pp. 69-131 ◽

Cited By ~ 3

Author(s):

Michael C. I. Nwogugu

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Regret Theory ◽

Asset Pricing Anomalies ◽

Pricing Anomalies

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Testable implications of consumption-based asset pricing models with incomplete markets

Journal of Mathematical Economics ◽

10.1016/s0304-4068(03)00095-8 ◽

2004 ◽

Vol 40 (1-2) ◽

pp. 191-206 ◽

Cited By ~ 15

Author(s):

Tom Krebs

Keyword(s):

Asset Pricing ◽

Incomplete Markets ◽

Pricing Models ◽

Asset Pricing Models

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