Price impact in Nash equilibria (Q2697496): Difference between revisions

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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Rare Disasters and Asset Markets in the Twentieth Century*
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+Consumption choice and asset pricing with a non-price-taking agent
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+Equilibrium returns with transaction costs
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Incomplete markets and volatility
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+Learning about latent dynamic trading demand
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+A Multiplier Approach to Understanding the Macro Implications of Household Finance
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+Taylor approximation of incomplete Radner equilibrium models
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+Equilibrium effects of intraday order-splitting benchmarks
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+Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model
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+Equilibrium in securities markets with heterogeneous investors and unspanned income risk
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+Optimal consumption choices for a `large' investor
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+Over-the-Counter Markets
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+Dynamic portfolio choice with frictions
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+Asset pricing with general transaction costs: Theory and numerics
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+Ordinary Differential Equations
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+On the aggregation of information in competitive markets
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+Rational asset pricing bubbles and portfolio constraints
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+Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality
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+When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
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+Continuous Auctions and Insider Trading
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+Radner equilibrium in incomplete Lévy models
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+The Present-Value Relation: Tests Based on Implied Variance Bounds
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+Price impact equilibrium with transaction costs and TWAP trading
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+Strategic Trading and Welfare in a Dynamic Market
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+Equilibrium interest rate and liquidity premium with transaction costs
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+Existence of a Radner equilibrium in a model with transaction costs
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+An incomplete equilibrium with a stochastic annuity
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+An example of a stochastic equilibrium with incomplete markets
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