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

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Standardized versus customized portfolio: a compensating variation approach
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Multiperiod security markets with differential information
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Edgeworth equilibria in production economies
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Equilibria in exchange economies with a countable number of agents
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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A variational approach for pricing options and corporate bounds
Smooth infinite economies
Optimal consumption and portfolio choice with borrowing constraints
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Efficiency and imperfect competition with incomplete markets.
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
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A comparative study of portfolio insurance.
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
Contingent commodities and implementation
Financial equilibrium with non-linear valuations
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
An example of a stochastic equilibrium with incomplete markets
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
Equilibrium with arbitrary market structure
On securitization, market completion and equilibrium risk transfer
Market selection with learning and catching up with the Joneses
Nonparametric risk management and implied risk aversion
Nonmyopic optimal portfolios in viable markets
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The financial market: not as big as you think
Approximation theorems for stochastic economies with incomplete markets
On the fundamental theorem of asset pricing with an infinite state space
Asset market equilibrium with short-selling and differential information
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market
THE ENTROPY THEORY OF STOCK OPTION PRICING
A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model
Existence of financial equilibria in continuous time with potentially complete markets
On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
Arbitrage pricing with incomplete markets
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An extension of the Sard-Smale theorem to convex domains with an empty interior
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
The role of (quasi) analyticity in establishing completeness of financial markets equilibria
Equilibrium Pricing Under Relative Performance Concerns
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
Arrow-Debreu equilibria for rank-dependent utilities
Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
Arbitrage and control problems in finance. A presentation
Equilibrium in a stochastic model with consumption, wages and investment
Special issue: Arbitrage and control problems in finance
Conditional investment policy under uncertainty and irreversibility
Comparative advantage with many goods: new treatment and results
IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
Learning and Index Option Returns
Short communication: Radner equilibrium with population growth
How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method
Optimal portfolio for a small investor in a market model with discontinuous prices
Asset market equilibrium in infinite dimensional complete markets
Information structure and equilibrium asset prices
Complete and incomplete financial markets in multi-good economies
Pathwise stochastic integration and applications to the theory of continuous trading
Equilibrium without uniform conditions
The structure of optimal consumption streams in general incomplete markets
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Discounting and divergence of opinion
On equilibrium prices in continuous time

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