Pages that link to "Item:Q1817345"
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The following pages link to Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles (Q1817345):
Displaying 50 items.
- Existence and multiplicity of temporary equilibria under nominal price rigidities (Q324360) (← links)
- A bargaining theory of the firm (Q372367) (← links)
- Risk sharing and retrading in incomplete markets (Q382322) (← links)
- Rational asset pricing bubbles and debt constraints (Q406279) (← links)
- Long-lived collateralized assets and bubbles (Q433137) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Credit risk in general equilibrium (Q471329) (← links)
- Stability of marketable payoffs with long-term assets (Q481378) (← links)
- On the equivalence of financial structures with long-term assets (Q506376) (← links)
- Data envelopment analysis and its related linear programming models (Q525811) (← links)
- The completion of real-asset markets by options (Q539326) (← links)
- General equilibrium, wariness and efficient bubbles (Q548230) (← links)
- Market selection and survival of investment strategies (Q556404) (← links)
- Fiat money and the value of binding portfolio constraints (Q623447) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Common shocks and relative compensation (Q665735) (← links)
- On the positive fundamental value of money with short-sale constraints (Q665788) (← links)
- A computational study on general equilibrium pricing of derivative securities (Q665835) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach (Q834735) (← links)
- Recursive equilibrium in endogenous growth models with incomplete markets (Q852304) (← links)
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
- A geometric study of shareholders' voting in incomplete markets: Multivariate median and mean shareholder theorems (Q862548) (← links)
- The completion of security markets (Q862796) (← links)
- Taxes and money in incomplete financial markets (Q862797) (← links)
- Aggregation under homogeneous ambiguity: a two-fund separation result (Q868600) (← links)
- Inflation in open economies with complete markets (Q873899) (← links)
- No-arbitrage equilibria with differential information: an existence proof (Q873901) (← links)
- Approximate CAPM when preferences are CRRA (Q883129) (← links)
- On the Pareto efficiency of term structure targeting policies (Q900256) (← links)
- Slopes of shadow prices and Lagrange multipliers (Q928294) (← links)
- Note on the non-existence of sunspot equilibrium (Q934895) (← links)
- Portfolio selection subject to growth objectives (Q953706) (← links)
- Harsh default penalties lead to Ponzi schemes (Q1002339) (← links)
- Equilibria in incomplete assets economies with infinite dimensional spot markets (Q1003117) (← links)
- The probability approach to general equilibrium with production (Q1006575) (← links)
- Pooling, pricing and trading of risks (Q1026543) (← links)
- Inflation-stabilization risk in economies with incomplete asset markets (Q1274472) (← links)
- An extension of a theorem by Mitjushin and Polterovich to incomplete markets (Q1300358) (← links)
- Competitive equilibria with asymmetric information (Q1306759) (← links)
- Nonshiftable capital, affine price expectations and convergence to the golden rule. (Q1398440) (← links)
- Non-existence of recursive equilibria on compact state spaces when markets are incomplete. (Q1427501) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence (Q1626504) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- Financial segmentation and collateralized debt in infinite-horizon economies (Q1736956) (← links)
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints (Q1748366) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Ownership structure and control in incomplete market economies with transferable utility (Q1762418) (← links)
