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On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production


Barbie, Martin; Hagedorn, M; Kaul, A (2007). On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production. Journal of Economic Theory, 137(1):568-579.

Abstract

We analyze the interaction between risk sharing and capital accumulation in a stochastic OLG model with production. We give a complete characterization of interim Pareto optimal competitive equilibrium allocations. Furthermore, we provide
tests of Pareto optimality/suboptimality based on (risky) rates of return only.

We analyze the interaction between risk sharing and capital accumulation in a stochastic OLG model with production. We give a complete characterization of interim Pareto optimal competitive equilibrium allocations. Furthermore, we provide
tests of Pareto optimality/suboptimality based on (risky) rates of return only.

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2 citations in Web of Science®
2 citations in Scopus®
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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Economics
Dewey Decimal Classification:330 Economics
Language:English
Date:2007
Deposited On:20 Jul 2009 04:53
Last Modified:05 Apr 2016 13:17
Publisher:Elsevier
ISSN:0022-0531
Publisher DOI:https://doi.org/10.1016/j.jet.2007.01.012
Permanent URL: https://doi.org/10.5167/uzh-19635

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