Publication date
20/07/2009Author
Freeman, Mark C.Peer-Reviewed
YesOpen Access status
closedAccess
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Show full item recordAbstract
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.Version
No full-text in the repositoryCitation
Freeman MC (2002) Asset prices with jump/diffusion permanent income shocks. Economics Letters. 7(1): 1-8.Link to Version of Record
https://doi.org/10.1016/S0165-1765(02)00116-7Type
Articleae974a485f413a2113503eed53cd6c53
https://doi.org/10.1016/S0165-1765(02)00116-7