The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model

Author(s)
Heaton, John; Lucas, Deborah
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Sloan School of Management.
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Date issued
1992
URI
http://hdl.handle.net/1721.1/47695
Publisher
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
effectsofincompl00heat
Series/Report no.
Working paper (Sloan School of Management) ; 3379-92.
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