Title of article
Asset pricing with jump/diffusion permanent income shocks
Author/Authors
Mark Freeman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
8
From page
1
To page
8
Abstract
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.
Keywords
Incomplete markets , Asset pricing theory
Journal title
Economics Letters
Serial Year
2002
Journal title
Economics Letters
Record number
435013
Link To Document