Asset pricing when risk sharing is limited by default
By: Fernando Alvarez, Urban J. Jermann.
Contributors: Jermann, Urban J.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6476; Working paper series (National Bureau of Economic Research) -- working paper no. 6476.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 68
Subjects: Assets (Accounting) -- Prices -- Mathematical models.; Default (Finance) -- Mathematical models.; Risk -- Mathematical models.
Notes: "March 1998."

JEL no. G12, D50.

Includes bibliographical references (p. 65-68).

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Electronic version available via the Internet at the NBER World Wide Web site.