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There are 7503 results for: content related to: Asset-pricing Puzzles and Incomplete Markets

  1. Endogenous Borrowing Constraints With Incomplete Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2187–2209, HAROLD H. ZHANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02758.x

  2. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  3. RECURSIVE EQUILIBRIA IN AN AIYAGARI-STYLE ECONOMY WITH PERMANENT INCOME SHOCKS

    International Economic Review

    Volume 54, Issue 3, August 2013, Pages: 807–835, MORITZ KUHN

    Article first published online : 17 JUL 2013, DOI: 10.1111/iere.12018

  4. MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS

    The Manchester School

    Volume 74, Issue s1, September 2006, Pages: 1–23, GEORGE M. CONSTANTINIDES

    Article first published online : 16 AUG 2006, DOI: 10.1111/j.1467-9957.2006.00515.x

  5. THE WELFARE GAINS OF FINANCIAL LIBERALIZATION: CAPITAL ACCUMULATION AND HETEROGENEITY

    Journal of the European Economic Association

    Volume 11, Issue 6, December 2013, Pages: 1348–1381, António A. Antunes and Tiago V. Cavalcanti

    Article first published online : 20 NOV 2013, DOI: 10.1111/jeea.12053

  6. Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion

    European Financial Management

    Amadeu DaSilva and Mira Farka

    Article first published online : 30 APR 2015, DOI: 10.1111/eufm.12063

  7. Rational Asset Prices

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1567–1591, George M. Constantinides

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00471

  8. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  9. Incomplete-Market Equilibria Solved Recursively on an Event Tree

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1897–1941, BERNARD DUMAS and ANDREW LYASOFF

    Article first published online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01775.x

  10. TEMPTATION-DRIVEN BEHAVIOR AND TAXATION: A QUANTITATIVE ANALYSIS IN A LIFE-CYCLE MODEL

    Economic Inquiry

    Cagri S. Kumru and Athanasios C. Thanopoulos

    Article first published online : 4 NOV 2014, DOI: 10.1111/ecin.12170

  11. SHAREHOLDERS' UNANIMITY WITH INCOMPLETE MARKETS

    International Economic Review

    Volume 50, Issue 2, May 2009, Pages: 577–606, Eva Carceles-Poveda and Daniele Coen-Pirani

    Article first published online : 22 APR 2009, DOI: 10.1111/j.1468-2354.2009.00541.x

  12. Habit Formation in an Overlapping Generations Model with Borrowing Constraints

    European Financial Management

    Volume 17, Issue 4, September 2011, Pages: 705–725, Amadeu DaSilva, Mira Farka and Christos Giannikos

    Article first published online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00523.x

  13. BUSINESS CYCLES IN THE EQUILIBRIUM MODEL OF LABOR MARKET SEARCH AND SELF-INSURANCE

    International Economic Review

    Volume 53, Issue 2, May 2012, Pages: 399–432, Makoto Nakajima

    Article first published online : 21 MAY 2012, DOI: 10.1111/j.1468-2354.2012.00686.x

  14. INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES

    Mathematical Finance

    Volume 6, Issue 2, April 1996, Pages: 167–196, Monique Florenzano and Pascal Gourdel

    Article first published online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1996.tb00076.x

  15. Precautionary Saving Over the Business Cycle

    The Economic Journal

    Edouard Challe and Xavier Ragot

    Article first published online : 23 JAN 2015, DOI: 10.1111/ecoj.12189

  16. Inferring Labor Income Risk and Partial Insurance From Economic Choices

    Econometrica

    Volume 82, Issue 6, November 2014, Pages: 2085–2129, Fatih Guvenen and Anthony A. Smith

    Article first published online : 23 DEC 2014, DOI: 10.3982/ECTA9446

  17. Globalization, Financial Development and Income Inequality

    Pacific Economic Review

    Volume 19, Issue 5, December 2014, Pages: 612–633, Hiroshi Daisaka, Taiji Furusawa and Noriyuki Yanagawa

    Article first published online : 23 DEC 2014, DOI: 10.1111/1468-0106.12086

  18. Continuous-Time Methods in Finance: A Review and an Assessment

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1569–1622, Suresh M. Sundaresan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00261

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

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

  20. ON THE CAPITAL STRUCTURE OF NON-PROFIT ORGANISATIONS: A REPLICATION AND EXTENSION WITH BELGIAN DATA

    Financial Accountability & Management

    Volume 27, Issue 1, February 2011, Pages: 18–31, Marc Jegers

    Article first published online : 19 JAN 2011, DOI: 10.1111/j.1468-0408.2010.00513.x