Viable prices in financial markets with solvency constraints (Q1890932): Difference between revisions

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+Asset pricing for general processes
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+On the fundamental theorem of asset pricing with an infinite state space
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+Hedging in incomplete markets with HARA utility
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+Martingales and arbitrage in multiperiod securities markets
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+Labor income, borrowing constraints, and equilibrium asset prices
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+Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
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+Information structures and viable price systems
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Asset Pricing in Economies with Frictions
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+EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE  OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
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+Borrowing Constraints and Aggregate Economic Activity
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+Finitely Additive Measures
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