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Risk Sharing with Recursive Utility

A proposed model allows optimal risk sharing in dynamic settings with diverse preferences, introducing a new traded security as an endogenous variable.

Featured in No. 97 on 14 May 2025 · 5 days after release

Released
9 May 2025
First featured
No. 97 · 14 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5247951

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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