Incomplete Markets and Individual Risks.

B-Tier
Journal: Economic Theory
Year: 1993
Volume: 3
Issue: 1
Pages: 35-42

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies the incomplete markets model with financial assets when the only missing markets are for individual risks. There are no aggregate risks in the economy. Assuming the individual risks are only privately observable, the only equilibria that are implementable by anonymous mechanisms are those in which prices do not vary across states of the world. Such equilibria always exist. Generically, they are locally unique and depend continuously on the parameters of economy, just like complete-markets equilibria. Generically, there is also an infinite-dimensional manifold of equilibria in which prices do vary across states of the world. These equilibria are isomorphic to sunspot equilibria.

Technical Details

RePEc Handle
repec:spr:joecth:v:3:y:1993:i:1:p:35-42
Journal Field
Theory
Author Count
1
Added to Database
2026-01-24