Consumption choice and asset pricing with a non-price-taking agent

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Publication:1374884

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DOI10.1007/s001990050166zbMath0892.90023OpenAlexW2058715616MaRDI QIDQ1374884

Suleyman Basak

Publication date: 18 December 1997

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050166

zbMATH Keywords

price leader equilibrium allocations consumption-portfolio problem pure-exchange model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (5)

Price impact in Nash equilibria ⋮ Large traders and illiquid options: hedging vs. manipulation ⋮ Business-cycle pattern of asset returns: a general equilibrium explanation ⋮ OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK ⋮ Strategic effects between price-takers and non-price-takers

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