Pages that link to "Item:Q3738856"

The following pages link to Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis (Q3738856):

Displaying 28 items.

• Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
• Generic non-existence of equilibria in finance models (Q810351) (← links)
• Dividends in the theory of derivative securities pricing (Q878400) (← links)
• On equilibrium prices in continuous time (Q972875) (← links)
• Multiperiod security markets with differential information (Q1086116) (← links)
• Stochastic equilibria with incomplete financial markets (Q1087461) (← links)
• Stochastic equilibrium discounting (Q1094310) (← links)
• A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← 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)
• An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
• The completeness and incompleteness of financial markets in economies driven by diffusion processes (Q2298117) (← links)
• Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
• Approximation theorems for stochastic economies with incomplete markets (Q2639758) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
• Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
• The Role of (Quasi) Analyticity in Establishing Completeness of Financial Markets Equilibria (Q5111107) (← links)
• Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information (Q5937318) (← links)
• IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)