Pages that link to "Item:Q3489761"
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The following pages link to Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761):
Displayed 42 items.
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- The stochastic field of aggregate utilities and its saddle conjugate (Q492162) (← links)
- Equilibrium in a production economy (Q538478) (← links)
- Risk sharing and counter-cyclical variation in market correlations (Q844776) (← links)
- Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models (Q1319016) (← links)
- Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- A comparative study of portfolio insurance. (Q1605420) (← links)
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) (← links)
- A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703) (← links)
- Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information (Q5937318) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Equilibrium in a stochastic model with consumption, wages and investment (Q5939300) (← links)
- Nonlinear taxation, tax-arbitrage and equilibrium asset prices (Q5939301) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)