搜索结果: 1-15 共查到“经济学 asset”相关记录73条 . 查询时间(0.11 秒)
Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty
Insurance Aggregate Uncertainty Financial Markets Optimal Taxation
2015/7/31
his paper studies Pareto-optimal risk-sharing arrangements in a private information economy with aggregate uncertainty and ex ante heterogeneous agents. I show how to implement Pareto-optima as equili...
For comments and suggestions, we thank Olivier Blanchard, Markus Brunnermeier, John Campbell,
Martin Feldstein, and participants at the NBER Asset Pricing and Monetary Policy Pre-Conference
in Novem...
We propose an organizing framework that determines asset prices by equating household sector
asset demand derived from an economic model to the observed supply of assets provided by other
sectors. W...
This paper considers a consumption-based asset pricing model where housing is explicitly modeled
both as an asset and as a consumption good. Nonseparable preferences describe households’ concern
wit...
This paper studies monetary-policy shocks,
deŽ ned from federal funds target movements
relative to daily interest-rate data. These shocks are nearly ideal measures of unexpected movements in mo...
Asset Pricing Implications of Pareto Optimality with Private Information
Private Information Pareto Optimality
2015/7/23
We compare the empirical performance of a standard incomplete
markets asset pricing model with that of a novel model with constrained Pareto-optimal allocations. We represent the models’ stochastic d...
Multitask Principal-Agent Analyses:Incentive Contracts,Asset Ownership and Job Design
Multitask Principal-Agent Analyses Incentive Contracts Asset Ownership Job Design
2015/7/21
Multitask Principal-Agent Analyses:Incentive Contracts,Asset Ownership and Job Design.
Asset Markets with Heterogeneous Information
Asymmetric information competitive equilibrium
2015/7/20
This paper studies competitive equilibria of economies where assets are heterogeneous and traders have heterogeneous information about them. Markets are defined by
a price and a procedure for c...
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model
华中科技大学 投资学 课件 Chapter8 The Capital Asset Pricing Model
2015/5/19
华中科技大学投资学课件Chapter8 The Capital Asset Pricing Model。
华中科技大学投资学课件Chapter6 Capital Allocation Between the Risky Asset and the Risk-Free Asset
华中科技大学 投资学 课件 Chapter6 Capital Allocation Between the Risky Asset and the Risk-Free Asset
2015/5/19
华中科技大学投资学课件Chapter6 Capital Allocation Between the Risky Asset and the Risk-Free Asset。
Testing for Structural Change in the Predictability of Asset Returns
Testing Structural Change Predictability Asset Returns
2015/5/13
Testing for Structural Change in the Predictability of Asset Returns.
Asset Allocation with Endogenous Labor Income:The Case of Incomplete Markets
Asset Allocation Endogenous Labor Income Incomplete Markets
2015/5/13
Asset Allocation with Endogenous Labor Income:The Case of Incomplete Markets.
Make versus Buy in Trucking:Asset Ownership,Job Design and Information
Truck Transportation Decision Choices and Conditions Ownership Transportation Industry
2015/5/13
Make versus Buy in Trucking:Asset Ownership,Job Design and Information.
Asset Accumulation and Labor Force Participation of Disability Insurance Applicants
Disability Insurance Asset Accumulation Labor Force Participation Assets Behavior Employment
2015/4/28
Using panel data from the RAND Health and Retirement Study, I show that rejected applicants for Social Security Disability Insurance (SSDI) possess significantly more assets immediately prior to their...
Asset Price Dynamics with Limited Attention
Transitory Volatility Limited Attention Individuals Market Makers Asset Pricing Financial Markets
2015/4/27
This paper studies the role that limited attention and inefficient risk sharing play in stock price deviations from the efficient prices at horizons from one day to one month. We expand the Due (2010)...