Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

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Asset market equilibrium in infinite dimensional complete markets
Arbitrage pricing with incomplete markets
Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
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Optimal consumption and portfolio policies when asset prices follow a diffusion process
Spanning with American options.
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Equilibrium prices and trade under ambiguous volatility
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Equilibria in Banach lattices without ordered preferences
On securitization, market completion and equilibrium risk transfer
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Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
Approximation theorems for stochastic economies with incomplete markets
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
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IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
An extension of the Sard-Smale theorem to convex domains with an empty interior
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
The role of (quasi) analyticity in establishing completeness of financial markets equilibria
The marginal value of management using stochastic control
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
Pathwise stochastic integration and applications to the theory of continuous trading
An example of a stochastic equilibrium with incomplete markets
Equilibrium with arbitrary market structure
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
A comparative study of portfolio insurance.
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Equilibria in exchange economies with a countable number of agents
Smooth infinite economies
Efficiency and imperfect competition with incomplete markets.
Arbitrage and control problems in finance. A presentation
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
Equilibrium Pricing Under Relative Performance Concerns
Contingent claims valuation when the security price is a combination of an Itō process and a random point process
The structure of optimal consumption streams in general incomplete markets
Nonmyopic optimal portfolios in viable markets
Information structure and equilibrium asset prices
Market games with differential information and infinite dimensional commodity spaces: The core
Comparative advantage with many goods: new treatment and results
A variational approach for pricing options and corporate bounds
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
THE ENTROPY THEORY OF STOCK OPTION PRICING
Asset market equilibrium with short-selling and differential information
Financial equilibrium with non-linear valuations
Arrow-Debreu equilibria for rank-dependent utilities
Equilibrium without uniform conditions
Special issue: Arbitrage and control problems in finance

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