Sharing idiosyncratic risk even though prices are "wrong"
Year of publication: |
2022
|
---|---|
Authors: | Halim, Edward ; Riyanto, Yohanes Eko ; Roy, Nilanjan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 200.2022, p. 1-45
|
Subject: | Aggregate risk | Asset price bubbles | Consumption smoothing | Experiments | General equilibrium theory | Idiosyncratic risk | Theorie | Theory | Risiko | Risk | CAPM | Spekulationsblase | Bubbles | Allgemeines Gleichgewicht | General equilibrium | Risikoprämie | Risk premium | Finanzmarkt | Financial market |
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