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Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law
Information networks, noisy rational expectations equilibrium, power law
value at risk, coherent measures of risk, heavy-tailed risks, portfolios, riskiness, diversification, catastrophe insurance, risk bounds
heavy-tailed risks, nonlinear transformations, portfolios, diversification, riskiness, value at risk, coherent measures of risk, risk bounds, robustness, Pareto-type distributions, power laws, local, moderate and global deviations
Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing
Recovery theorem, asset pricing
Information diffusion, information networks, heterogeneous investors, portfolio choice, asset pricing, trading volume
Speculation, heterogeneous beliefs, mispricing, investments, welfare
Oligopolistic Competition, Markup Cycles, Allocative Efficiency, Dynamic Games, DSGE Models
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: jori.
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Payment Systems, Bank Lending, Digital Claims, FinTech, liquidity flows
File name: RMIR.
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