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Related Publications
(27)
Theory of Incomplete Markets
The Theory of Syndicates
The Arbitrage Principle in Financial Economics
Who Should Buy Portfolio Insurance
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
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Publications
The role of securities in the optimal allocation of risk-bearing
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The role of securities in the optimal allocation of risk-bearing
(
Citations: 281
)
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K. J. Arrow
Published in 1964.
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Annual
Citation Context
(80)
...[
21
] [22] The completeness of contract is also implicitly assumed in the influential Principle-Agent theory, where the contingencies likely to happen in the course of a transaction can all be governed by the contract...
Chen-Yu Chang
.
Towards an approach for measuring the risk-bearing capacity of constru...
...Earlier papers with this assumption include, among others,
Arrow (1964)
, Wilson (1968), Harrison and Kreps (1978), Leland (1980), Varian (1989), Harris and Raviv (1993), Morris (1994, 1997), Daniel, Hirshleifer, and Subrahmanyam (1998), Scheinkman and Xiong (2003), Yildiz (2003, 2004), Van den Steen (2004b), Brunnermeier and Parker (2005), Boot, Gopalan, and Thakor (2006), and Guiso, Sapienza, and Zingales (2006)...
Eric Van den Steen
.
Interpersonal Authority in a Theory of the Firm
...(
Arrow, 1953
). The model becomes equivalent to the model without uncertainty:...
João Correia-da-Silva
,
et al.
Prudent expectations equilibrium in economies with uncertain delivery
...Since the seminal work of
Arrow (1964)
and Pratt (1964), there has been a voluminous literature on the use of polynomial approximations for the computation of expected utility.1 Broadly...
...and powerful since the initial work of
Arrow (1964)
and Pratt (1964), more recently the subject...
Lorenzo Garlappi
,
et al.
Taylor Series Approximations to Expected Utility and Optimal Portfolio...
...properties of derivatives and their consequent value in improving risk-sharing [
Arrow (1964)
and...
SOPHIE X. NI
,
et al.
Volatility Information Trading in the Option Market
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Citations
(281)
Financial leverage and market volatility with diverse beliefs
(
Citations: 4
)
Wen-Chung Guo
,
Frank Yong Wang
,
Ho-Mou Wu
Journal:
Economic Theory - ECON THEORY
, vol. 47, no. 2, pp. 337-364, 2011
The impact of the risk environment and energy prices to the budget of Korean households
Hyungho Youn
,
Byung In Lim
,
Eui Young Lee
,
YongRok Choi
Journal:
Stochastic Environmental Research and Risk Assessment - STOCH ENVIRON RES RISK ASSESS
, vol. 25, no. 3, pp. 323-330, 2011
Collateral premia and risk sharing under limited commitment
Weerachart T. Kilenthong
Journal:
Economic Theory - ECON THEORY
, vol. 46, no. 3, pp. 475-501, 2011
Towards an approach for measuring the risk-bearing capacity of construction contracts
Chen-Yu Chang
Conference:
IEEE International Technology Management Conference - ITMC
, 2011
Interpersonal Authority in a Theory of the Firm
(
Citations: 8
)
Eric Van den Steen
Journal:
American Economic Review - AER
, vol. 100, no. 1, pp. 466-490, 2010