Tanawit Sae Sue

Carnegie Mellon University - Department of Mathematical Sciences

Pittsburgh, PA 15213-3890

United States

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Scholarly Papers (1)

1.

Radner Equilibrium in Incomplete Levy Models

Number of pages: 22 Posted: 14 Jul 2015
Kasper Larsen and Tanawit Sae Sue
Rutgers, The State University of New Jersey and Carnegie Mellon University - Department of Mathematical Sciences
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Citation 9

Abstract:

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Unspanned income, heterogeneous exponential utilities, continuous-time equilibrium, risk-free rate puzzle, equity premium puzzle, Sharpe ratio, Levy processes