Equilibrium asset pricing with systemic risk (Q926213): Difference between revisions

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+W2095573510
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+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
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+Coherent Measures of Risk
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+Post-'87 crash fears in the S\&P 500 futures option market
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+Global Games and Equilibrium Selection
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+Bank Runs, Deposit Insurance, and Liquidity
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+Association of Random Variables, with Applications
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+Boundedness of solutions of a nonlinear nonautonomous neutral delay equation
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+Asset Prices in an Exchange Economy
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+Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
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