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Journal of Economic Theory

Volumn 41, Issue 2, 1987, Pages 405-416

Stochastic equilibria with incomplete financial markets

(1) Duffie, Darrell a

a STANFORD UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000393303 PISSN: 00220531 EISSN: 10957235 Source Type: Journal
DOI: 10.1016/0022-0531(87)90027-5 Document Type: Article

Times cited : (53)

References (19)

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3
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4
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5
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6
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7
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- Cass¹

8
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- Theory of Value
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9
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- Stochastic equilibria Existence spanning number and the ‘No expected financial gain from trade’ hypothesis
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- Duffie¹

10
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- Implementing Arrow-Debreu equilibria by continuous trading of few long lived securities
- (1985) Econometrica , vol.53 , pp. 1337-1356
- Duffie¹ Huang²

11
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- unpublished, Cowles Foundation, Yale University
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12
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- unpublished, Cowles Foundation, Yale University
- (1985) Existence, regularity, and constrained suboptimality of competitive portfolio allocations when the asset market is incomplete
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13
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14
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15
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16
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- unpublished, University of Southern California
- (1984) Allocation of aggregate and individual risks through futures and insurance markets
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17
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- unpublished, Univ. of Pennsylvania
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18
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- Existence of equilibrium of plans prices and price expectations in a sequence of markets
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19
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