Consumption choice and asset pricing with a non-price-taking agent
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Publication:1374884
DOI10.1007/S001990050166zbMATH Open0892.90023OpenAlexW2058715616MaRDI QIDQ1374884FDOQ1374884
Authors: 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
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- Optimal consumption and investment for a large investor: an intensity-based control framework
- Wealth and strategic financial consumption pricing
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- Asset prices with non-permanent shocks to consumption
- Business-cycle pattern of asset returns: a general equilibrium explanation
- Bounded Rationality and Asset Pricing with Intermediate Consumption*
- Price taking behavior and trading in options
- Large traders and illiquid options: hedging vs. manipulation
- Arbitrage with financial constraints and market power
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