No / By assuming that all uninsurable risk is permanent, a closed form multi-period, multiple agent and multiple asset incomplete market asset pricing model is presented that allows for jump as well as diffusion risk to personal income.
Identifer | oai:union.ndltd.org:BRADFORD/oai:bradscholars.brad.ac.uk:10454/3050 |
Date | 2009 July 1920 |
Creators | Freeman, Mark C. |
Source Sets | Bradford Scholars |
Language | English |
Detected Language | English |
Type | Article, No full-text in the repository |
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