A class of tractable incomplete-market models for studying asset returns and risk exposure

B-Tier
Journal: European Economic Review
Year: 2018
Volume: 103
Issue: C
Pages: 39-59

Authors (2)

Grand, François Le (not in RePEc) Ragot, Xavier (Sciences Po)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We present a class of tractable incomplete-market models, where agents face both aggregate risk and limited participation in financial markets. Tractability relies on the assumptions of small asset volumes and of a period utility function that is linear beyond a threshold, in line with Fishburn’s (1977) contribution in decision theory. We prove the existence of an equilibrium and derive theoretical results regarding asset prices and consumption choices. This small-trade model is able to reproduce a low safe return and a high equity premium, together with a realistic representation of household exposure to both idiosyncratic and aggregate risks.

Technical Details

RePEc Handle
repec:eee:eecrev:v:103:y:2018:i:c:p:39-59
Journal Field
General
Author Count
2
Added to Database
2026-01-29