Listagem Documentos indexados pela Scopus por autor "Braido, Luís Henrique Bertolino"

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    • Ergodic Markov equilibrium with incomplete markets and short sales 

      Braido, Luís Henrique Bertolino
      2013
      This paper studies recursive exchange economies with short sales. Agents maximize discounted expected utility. The asset structure is general and includes real securities, infinite-lived stocks, options, and other derivatives. ...

    • Output contingent securities and efficient investment by firms 

      Braido, Luís Henrique Bertolino; Martins-da-Rocha, Victor Filipe
      2018
      We analyze competitive economies with risky investments. Unlike the classic Arrow-Debreu framing, firms and agents cannot contract upon the exogenous states underlying production risks. They can trade equities and any ...