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Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

CEPR Discussion Paper No. DP14257

65 Pages Posted: 14 Jan 2020 Last revised: 22 Sep 2021

See all articles by Bruno Biais

Bruno Biais

University of Toulouse 1 - Toulouse School of Economics (TSE)

Johan Hombert

HEC Paris - Finance Department

Pierre-Olivier Weill

University of California, Los Angeles; National Bureau of Economic Research (NBER)

Date Written: December 2019

Abstract

concave in factor loadings.

Keywords: Asset Pricing, Collateral constraints, Endogenously Incomplete, General Equilibrium

Suggested Citation

Biais, Bruno and Hombert, Johan and Weill, Pierre-Olivier, Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing (December 2019). CEPR Discussion Paper No. DP14257, Available at SSRN: https://ssrn.com/abstract=3518596

Bruno Biais (Contact Author)

University of Toulouse 1 - Toulouse School of Economics (TSE) ( email )

Place Anatole-France
Toulouse Cedex, F-31042
France

Johan Hombert

HEC Paris - Finance Department ( email )

1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Pierre-Olivier Weill

University of California, Los Angeles ( email )

Box 951477
Los Angeles, CA 90095-1477
United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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