Title:

Asset Pricing with Limited Risk Sharing and Heterogeneous Agents

Authors:

Francisco Gomes (London Bus School)
Alexander Michaelides (LSE)

Journal:

Review of Financial Studies

Year:

2008

Volume:

21

Pages:

415-449

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates