When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?Dirk Krueger, Hanno N. Lustig2009-10-10articleJournal of Economic Theory117 citationsclosedNo readable copy stored yet — this record is metadata only.Economic theories and modelsFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 117 citations exist upstream.References1985The equity premium: A puzzle1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior1978Asset Prices in an Exchange Economy1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer1994Uninsured Idiosyncratic Risk and Aggregate Saving1979An intertemporal asset pricing model with stochastic consumption and investment opportunities