Equilibrium Models With Singular Asset Prices (Q4345912): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.1991.tb00013.x
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+W2009076726
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+Equilibrium without uniform conditions
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
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+Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
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+The Consumption-Based Capital Asset Pricing Model
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+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4039796
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+Asset Prices in an Exchange Economy
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+The Price Equilibrium Existence Problem in Topological Vector Lattices
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+An Intertemporal Capital Asset Pricing Model
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