The Pareto-Efficient Relativity of Relative Risk Aversion
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References listed on IDEAS
- David Eagle, 2005. "Completing Markets in a One-Good, Pure Exchange Economy Without State-Contingent Securities," Finance 0501009, EconWPA.
- Zvi Bodie & Alex Kane & Robert McDonald, 1985.
"Inflation and the Role of Bonds in Investor Portfolios,"
NBER Chapters,in: Corporate Capital Structures in the United States, pages 167-196
National Bureau of Economic Research, Inc.
- Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Inflation and the Role of Bonds in Investor Portfolios," NBER Working Papers 1091, National Bureau of Economic Research, Inc.
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Keywordsstate-contingent securities; Arrow-Debreu economy; Pareto efficiency; relative risk aversion;
- D1 - Microeconomics - - Household Behavior
- D2 - Microeconomics - - Production and Organizations
- D3 - Microeconomics - - Distribution
- D4 - Microeconomics - - Market Structure, Pricing, and Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-29 (All new papers)
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