Optimality of Incomplete Markets
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 65 (1995)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/622869
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- BRAILA, Chrissopighi & TURRINI, Alessandro, 1998. "Assets, human capital, and growth," CORE Discussion Papers 1998063, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stefano G. Athanasoulis & Robert J. Shiller, 2001.
"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities,"
American Economic Review,
American Economic Association, vol. 91(4), pages 1031-1054, September.
- Stefano G. Athanasoulis & Robert J. Shiller, 1999. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Cowles Foundation Discussion Papers 1239, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & Felix Kubler, 2003. "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers 1449, Cowles Foundation for Research in Economics, Yale University.
- Athanasoulis, Stefano G. & Shiller, Robert J., 2002.
"Defining residual risk-sharing opportunities: Pooling world income components,"
Research in Economics,
Elsevier, vol. 56(1), pages 61-84, June.
- Stefano Athanasoulis & Robert J. Shiller, 2001. "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers ysm209, Yale School of Management.
- Pighi Braila & Alessandro Turrini, 2000. "Asset Market Structure and Growth," CSEF Working Papers 45, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Paul Willen, 2004. "Incomplete markets and trade," Working Papers 04-8, Federal Reserve Bank of Boston.
- Stefano Athanasoulis & Robert J. Shiller, 1997.
"The Significance of the Market Portfolio,"
NBER Technical Working Papers
0209, National Bureau of Economic Research, Inc.
- Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation for Research in Economics, Yale University.
- Robert J. Shiller & Stefano Athanasoulis, 2001. "The Significance of the Market Portfolio," Yale School of Management Working Papers ysm133, Yale School of Management.
- Acharya, Viral V & Bisin, Alberto, 2003.
"Optimal Financial Market Integration and Security Design,"
CEPR Discussion Papers
3852, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Alberto Bisin, 2005. "Optimal Financial-Market Integration and Security Design," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2397-2434, November.
- Ohashi, Kazuhiko, 1997. "Optimal Futures Innovation in a Dynamic Economy: The Discrete-Time Case," Journal of Economic Theory, Elsevier, vol. 74(2), pages 448-465, June.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.