Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk ☆
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Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market
Adaptive learning and distributional dynamics in an incomplete markets model
The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets ☆
Default and bankruptcy in an entrepreneurial economy with incomplete markets
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A method for solving general equilibrium models with incomplete markets and many financial assets
Recursive equilibrium in stochastic OLG economies: Incomplete markets ☆
Distribution of wealth and incomplete markets: Theory and empirical evidence ☆
Incomplete markets, ambiguity, and irreversible investment
Counterparty effects on capital structure decision in incomplete market
Optimal monetary policy under incomplete markets and aggregate uncertainty: A long-run perspective
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
Is corporate control effective when managers face investment timing decisions in incomplete markets?
A risk reserve model for hedging in incomplete markets
Comparison of solutions to the incomplete markets model with aggregate uncertainty
Owning capital or being shareholders: An equivalence result with incomplete markets
Excess demand function around critical prices in incomplete markets
Solving the incomplete market model with aggregate uncertainty using a perturbation method
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
Solving the incomplete markets model with aggregate uncertainty using the Krusell–Smith algorithm and non-stochastic simulations
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
Solving the incomplete markets model with aggregate uncertainty using the Krusell–Smith algorithm
Solving the incomplete markets model with aggregate uncertainty by backward induction
Home bias and high turnover: Dynamic portfolio choice with incomplete markets ☆
Welfare and efficiency in incomplete market economies with a single firm ☆☆☆
Incomplete market participation, endogenous endowment risks and welfare
Production in incomplete markets: Expectations matter for political stability
Consumption and real exchange rates with incomplete markets and non-traded goods
Taxes, benefits, and careers: Complete versus incomplete markets ☆
Evaluation of insurance products with guarantee in incomplete markets
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
Aggregate implications of indivisible labor, incomplete markets, and labor market frictions
Factorization of European and American option prices under complete and incomplete markets ☆
A computational scheme for the optimal strategy in an incomplete market
Corporate control and real investment in incomplete markets
Slack in incomplete markets with nominal assets: A symmetric proof
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Investment, consumption, and hedging under incomplete markets ☆
Existence of equilibrium and price adjustments in a finance economy with incomplete markets
Incomplete-market dynamics in a neoclassical production economy
Evolutionary stability of portfolio rules in incomplete markets
The pricing of liabilities in an incomplete market using dynamic mean–variance hedging
Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
Asset returns in an endogenous growth model with incomplete markets
Hedging with forwards and puts in complete and incomplete markets ☆
Game contingent claims in complete and incomplete markets
Robust nonexistence of equilibrium with incomplete markets
Attainability of European path-independent claims in incomplete markets
Testable implications of consumption-based asset pricing models with incomplete markets ☆
Optimal monetary policy in an economy with incomplete markets and idiosyncratic risk
Patience, persistence, and welfare costs of incomplete markets in open economies
Excess demand functions with incomplete markets—a global result
Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis ☆
Arbitrage and price revelation with asymmetric information and incomplete markets
Prices as factors: Approximate aggregation with incomplete markets
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets ☆
Non-equivalence of uniqueness of equilibria in complete and in incomplete market models ☆
Incomplete markets, borrowing constraints, and the foreign exchange risk premium
Pricing contingent claims in incomplete markets when the holder can choose among different payoffs
Default and exogenous collateral in incomplete markets with a continuum of states ☆