Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
982316 | The Quarterly Review of Economics and Finance | 2009 | 7 Pages |
Abstract
In this paper we study the asset pricing and individual optimality problem in a two period incomplete markets economy where default is allowed but there are utility penalties and collateral requirements.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
José Fajardo,