Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production |
| Organization Unit | |
| Authors |
|
| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
|
| Journal Title | Journal of Economic Theory |
| Publisher | Elsevier |
| Geographical Reach | international |
| ISSN | 0022-0531 |
| Volume | 137 |
| Number | 1 |
| Page Range | 568 - 579 |
| Date | 2007 |
| Abstract Text | We analyze the interaction between risk sharing and capital accumulation in a stochastic OLG model with production. We give a complete characterization of interim Pareto optimal competitive equilibrium allocations. Furthermore, we provide tests of Pareto optimality/suboptimality based on (risky) rates of return only. |
| Digital Object Identifier | 10.1016/j.jet.2007.01.012 |
| PDF File |
Download from ZORA
|
| Export |
BibTeX
EP3 XML (ZORA)
|