The effect of market power on risk-sharing
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11579-017-0183-2.pdf
Reference54 articles.
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3. Allen, F., Gale, D.: Financial Innovation and Risk Sharing. MIT press, Cambridge, MA (1994)
4. Anthropelos, M., Kardaras, C.: Equilibrium in risk-sharing games. Forthcoming in Finance and Stochastics (2016)
5. Anthropelos, M., Žitković, G.: On agents’ agreement and partial equilibrium pricing in incomplete markets. Math. Finance 20(3), 411–446 (2010)
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