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 | 20 July 2009 |
| Creators | Freeman, Mark C. |
| Source Sets | Bradford Scholars |
| Language | English |
| Detected Language | English |
| Type | Article, No full-text available in the repository |
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