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Rare Disasters and Risk Sharing with Heterogeneous Beliefs

2012; Oxford University Press; Volume: 25; Issue: 7 Linguagem: Inglês

10.1093/rfs/hhs064

1465-7368

Hui Chen, Scott Joslin, Ngoc-Khanh Tran,

Probability and Risk Models

Journal Article Rare Disasters and Risk Sharing with Heterogeneous Beliefs Get access Hui Chen, Hui Chen MIT Sloan School of Management and NBER Send correspondence to Hui Chen, MIT Sloan School of Management, 77 Massachusetts Avenue, E62-637, Cambridge, MA 02139; telephone: 617-324-3896. E-mail: huichen@mit.edu. Search for other works by this author on: Oxford Academic Google Scholar Scott Joslin, Scott Joslin USC Marshall School of Business Search for other works by this author on: Oxford Academic Google Scholar Ngoc-Khanh Tran Ngoc-Khanh Tran MIT Sloan School of Management Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 25, Issue 7, July 2012, Pages 2189–2224, https://doi.org/10.1093/rfs/hhs064 Published: 05 June 2012