Complete and incomplete financial markets in multi-good economies (Q893422): Difference between revisions

@@ Property / cites work @@
+Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
+Normal rank
@@ Property / cites work @@
+On trees and logs
@@ Property / cites work: On trees and logs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy with Habit Formation
+Normal rank
@@ Property / cites work @@
+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
+Normal rank
@@ Property / cites work @@
+Equilibrium in incomplete markets. I: A basic model of generic existence
+Normal rank
@@ Property / cites work @@
+Equilibrium in incomplete markets. II: Generic existence in stochastic economies
+Normal rank
@@ Property / cites work @@
+The Consumption-Based Capital Asset Pricing Model
@@ Property / cites work: The Consumption-Based Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimality of equilibrium when the market structure is incomplete
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
+Normal rank
@@ Property / cites work @@
+Endogenous Completeness of Diffusion Driven Equilibrium Markets
+Normal rank
@@ Property / cites work @@
+Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
+Normal rank
@@ Property / cites work @@
+A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
+Normal rank
@@ Property / cites work @@
+Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
+Normal rank
@@ Property / cites work @@
+Q3150781
@@ Property / cites work: Q3150781 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+Characterisation of generically complete real asset structures
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
@@ Property / cites work @@
+The Role of Portfolio Constraints in the International Propagation of Shocks
+Normal rank
@@ Property / cites work @@
+Existence of financial equilibria in continuous time with potentially complete markets
+Normal rank
@@ Property / cites work @@
+A Dynamic Equilibrium Model of International Portfolio Holdings
+Normal rank
@@ Property / cites work @@
+Equilibrium asset prices and exchange rates
@@ Property / cites work: Equilibrium asset prices and exchange rates / rank @@
+Normal rank