On trees and logs
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portfolio constraintsequilibrium theoryLucas tree modelnon-uniqueness of equilibriapeculiar financial equilibrium
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Cites work
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- A Dynamic Equilibrium Model of International Portfolio Holdings
- Asset Prices in an Exchange Economy
- Characterisation of generically complete real asset structures
- Equilibrium asset prices and exchange rates
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Existence of equilibria with incomplete markets: The case of smooth returns
- Generic inefficiency of stock market equilibrium when markets are incomplete
- On the optimality of equilibrium when the market structure is incomplete
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Options and sunspots in a simple monetary economy
- Real effects of money in general equilibrium
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
Cited in
(11)- The Lucas orchard
- Complete and incomplete financial markets in multi-good economies
- Multiplicity in general financial equilibrium with portfolio constraints
- Musings on the Cass trick
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
- A few logs suffice to build (almost) all trees. II
- Junior is rich: bequests as consumption
- scientific article; zbMATH DE number 5778173 (Why is no real title available?)
- Rational asset pricing bubbles and portfolio constraints
- International capital markets and redundant securities
- On the strength of some trees
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