-
1
-
-
38249024954
-
Equilibrium without uniform conditions
-
Araujo, A. and Paulo Monteiro, 1989, Equilibrium without uniform conditions, Journal of Economic Thoery 48, 416-427.
-
(1989)
Journal of Economic Thoery
, vol.48
, pp. 416-427
-
-
Araujo, A.1
Monteiro, P.2
-
3
-
-
85029971087
-
-
Working paper (Rodney L. White Center for Financial Research, University of Pennsylvania, Philadelphia, PA)
-
Benninga, Simon and Joram Mayshar, 1993, Dynamic wealth distribution, trade and asset pricing, Working paper (Rodney L. White Center for Financial Research, University of Pennsylvania, Philadelphia, PA).
-
(1993)
Dynamic Wealth Distribution, Trade and Asset Pricing
-
-
Benninga, S.1
Mayshar, J.2
-
4
-
-
84962994478
-
Optimum growth in an aggregate model of capital accumulation
-
Cass, David, 1965, Optimum growth in an aggregate model of capital accumulation, Review of Economic Studies 32, 233-240.
-
(1965)
Review of Economic Studies
, vol.32
, pp. 233-240
-
-
Cass, D.1
-
5
-
-
0001400264
-
Intertemporal asset pricing with heterogeneous consumers and without demand aggregation
-
Constantinides, George M., 1982, Intertemporal asset pricing with heterogeneous consumers and without demand aggregation, Journal of Business 55, 253-267.
-
(1982)
Journal of Business
, vol.55
, pp. 253-267
-
-
Constantinides, G.M.1
-
6
-
-
0001205798
-
A theory of term structure of interest rates
-
Cox, John, Jonathan E. Ingersoll, and Stephen Ross, 1985a, A theory of term structure of interest rates, Econometrica 53, 385-408.
-
(1985)
Econometrica
, vol.53
, pp. 385-408
-
-
Cox, J.1
Ingersoll, J.E.2
Ross, S.3
-
7
-
-
0000334217
-
An intertemporal general equilibrium model of asset prices
-
Cox, John, Jonathan Ingersoll, and Stephen Ross, 1985b, An intertemporal general equilibrium model of asset prices, Econometrica 53, 363-384.
-
(1985)
Econometrica
, vol.53
, pp. 363-384
-
-
Cox, J.1
Ingersoll, J.2
Ross, S.3
-
8
-
-
0001702275
-
Stochastic equilibria: Existence, spanning number, and the 'no expected financial gain from trade' hypothesis
-
Duffie, Darrell, 1986, Stochastic equilibria: Existence, spanning number, and the 'no expected financial gain from trade' hypothesis, Econometrica 54, 1161-1184.
-
(1986)
Econometrica
, vol.54
, pp. 1161-1184
-
-
Duffie, D.1
-
9
-
-
0004018246
-
-
Princeton University Press, Princeton, NJ
-
Duffie, Darrell, 1992, Dynamic asset pricing theory (Princeton University Press, Princeton, NJ).
-
(1992)
Dynamic Asset Pricing Theory
-
-
Duffie, D.1
-
10
-
-
0001577622
-
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
-
Duffie, Darrell and Chi-fu Huang, 1985, Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities, Econometrica 53, 1337-1356.
-
(1985)
Econometrica
, vol.53
, pp. 1337-1356
-
-
Duffie, D.1
Huang, C.-F.2
-
11
-
-
0001552835
-
The consumption-based capital asset pricing model
-
Duffie, Darrell and William Zame, 1989, The consumption-based capital asset pricing model, Econometrica 57, 1279-1297.
-
(1989)
Econometrica
, vol.57
, pp. 1279-1297
-
-
Duffie, D.1
Zame, W.2
-
12
-
-
0000205143
-
Two-person dynamic equilibrium in the capital market
-
Dumas, Bernard, 1989, Two-person dynamic equilibrium in the capital market, Review of Financial Studies 2, 157-188.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 157-188
-
-
Dumas, B.1
-
13
-
-
0000486558
-
Nonnegative wealth, absence of arbitrage and feasible consumption plans
-
Dybvig, Philip H. and Chi-fu Huang, 1988, Nonnegative wealth, absence of arbitrage and feasible consumption plans, Review of Financial Studies 1, 377-401.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 377-401
-
-
Dybvig, P.H.1
Huang, C.-F.2
-
14
-
-
0003310580
-
Long forward and zero-coupon rates can never fall
-
forthcoming
-
Dybvig, Philip H., Jonathan Ingersoll, and Stephen Ross, 1995, Long forward and zero-coupon rates can never fall, Journal of Business, forthcoming.
-
(1995)
Journal of Business
-
-
Dybvig, P.H.1
Ingersoll, J.2
Ross, S.3
-
15
-
-
38649141305
-
Martingales and arbitrage in multiperiod securities markets
-
Harrison, J. Michael and David Kreps, 1979, Martingales and arbitrage in multiperiod securities markets, Journal of Economic Theory 20, 381-408.
-
(1979)
Journal of Economic Theory
, vol.20
, pp. 381-408
-
-
Harrison, J.M.1
Kreps, D.2
-
16
-
-
0000211509
-
An intertemporal general equilibrium asset pricing model: The case of diffusion information
-
Huang, Chi-fu, 1987, An intertemporal general equilibrium asset pricing model: The case of diffusion information, Econometrica 55, 117-142.
-
(1987)
Econometrica
, vol.55
, pp. 117-142
-
-
Huang, C.-F.1
-
17
-
-
0002969168
-
Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence
-
Huang, Chi-fu and Henri Pagès, 1992, Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence. Annals of Applied Probability 2, 36-64.
-
(1992)
Annals of Applied Probability
, vol.2
, pp. 36-64
-
-
Huang, C.-F.1
Pagès, H.2
-
19
-
-
0002237784
-
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model
-
Karatzas, Ionnis, John P. Lehoczky, and Steven E. Shreve, 1990, Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model, Mathematics of Operations Research 15, 80-128.
-
(1990)
Mathematics of Operations Research
, vol.15
, pp. 80-128
-
-
Karatzas, I.1
Lehoczky, J.P.2
Shreve, S.E.3
-
21
-
-
0000737101
-
Stationary utility and impatience
-
Koopmans, Tjalling C., 1962, Stationary utility and impatience, Econometrica 28, 287-309.
-
(1962)
Econometrica
, vol.28
, pp. 287-309
-
-
Koopmans, T.C.1
-
23
-
-
84977723797
-
Interest rate volatility and the term structure: A two-factor general equilibrium model
-
Longstaff, Francis and Eduardo Schwartz, 1992, Interest rate volatility and the term structure: A two-factor general equilibrium model, Journal of Finance 47, 1259-1282.
-
(1992)
Journal of Finance
, vol.47
, pp. 1259-1282
-
-
Longstaff, F.1
Schwartz, E.2
-
24
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas, Robert E., Jr., 1978, Asset prices in an exchange economy, Econometrica 40, 1429-1444.
-
(1978)
Econometrica
, vol.40
, pp. 1429-1444
-
-
Lucas R.E., Jr.1
-
25
-
-
0000828360
-
Optimal growth with many consumers
-
Lucas, Robert E., Jr. and Nancy L. Stokey, 1984, Optimal growth with many consumers, Journal of Economic Theory 32, 139-171.
-
(1984)
Journal of Economic Theory
, vol.32
, pp. 139-171
-
-
Lucas R.E., Jr.1
Stokey, N.L.2
-
26
-
-
22544470944
-
Equilibrium theory in infinite dimensional spaces
-
W. Hildenbrand and H. Sonnenschein, (North-Holland, Amsterdam)
-
Mas-Colell, Andreu and William Zame, 1991, Equilibrium theory in infinite dimensional spaces, in: W. Hildenbrand and H. Sonnenschein, Handbook of mathematical economics, Vol. 4 (North-Holland, Amsterdam) 1835-1898.
-
(1991)
Handbook of Mathematical Economics
, vol.4
, pp. 1835-1898
-
-
Mas-Colell, A.1
Zame, W.2
-
27
-
-
84993839749
-
A reexamination of traditional hypothesis about the term structure: A comment
-
McCulloch, J. Huston, 1993, A reexamination of traditional hypothesis about the term structure: A comment, Journal of Finance 48, 779-790.
-
(1993)
Journal of Finance
, vol.48
, pp. 779-790
-
-
McCulloch, J.H.1
-
28
-
-
0000314740
-
Lifetime portfolio selection under uncertainty: The continuous time case
-
Merton, Robert C., 1969, Lifetime portfolio selection under uncertainty: The continuous time case, Review of Economics and Statistics 51, 247-257.
-
(1969)
Review of Economics and Statistics
, vol.51
, pp. 247-257
-
-
Merton, R.C.1
-
29
-
-
0001738730
-
An intertemporal capital asset pricing model
-
Merton, Robert C., 1973, An intertemporal capital asset pricing model, Econometrica 41, 867-887.
-
(1973)
Econometrica
, vol.41
, pp. 867-887
-
-
Merton, R.C.1
-
31
-
-
0000083025
-
Existence of equilibrium of plans, prices, and price expectations in a sequence of markets
-
Radner, Ray, 1972, Existence of equilibrium of plans, prices, and price expectations in a sequence of markets, Econometrica 40, 289-303.
-
(1972)
Econometrica
, vol.40
, pp. 289-303
-
-
Radner, R.1
-
32
-
-
0011419758
-
An aggregation theorem for security markets
-
Rubinstein, Mark, 1974, An aggregation theorem for security markets, Journal of Financial Economics 3, 201-224.
-
(1974)
Journal of Financial Economics
, vol.3
, pp. 201-224
-
-
Rubinstein, M.1
-
33
-
-
84959849294
-
A contribution to the theory of economic growth
-
Solow, Robert M., 1956, A contribution to the theory of economic growth, Quarterly Journal of Economics 70, 65-94.
-
(1956)
Quarterly Journal of Economics
, vol.70
, pp. 65-94
-
-
Solow, R.M.1
-
34
-
-
0000670422
-
Risk aversion and the intertemporal behavior of asset prices
-
Stapleton, Richard C. and M.G. Subrahmanyam, 1990, Risk aversion and the intertemporal behavior of asset prices, Review of Financial Studies 3, 677-694.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 677-694
-
-
Stapleton, R.C.1
Subrahmanyam, M.G.2
-
35
-
-
21144470575
-
Real and nominal interest rates: A discrete-time model and its continuous-time limit
-
Sun, Tong-sheng, 1992, Real and nominal interest rates: A discrete-time model and its continuous-time limit, Review of Financial Studies 5, 581-612.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 581-612
-
-
Sun, T.-S.1
-
36
-
-
85121551758
-
Time preference, the consumption function, and optimum asset holdings
-
J.N. Wolfe, ed., University of Edinburgh Press, Edinburgh
-
Uzawa, Hirofumi, 1968, Time preference, the consumption function, and optimum asset holdings, in: J.N. Wolfe, ed., Value, capital and growth: Papers in honor of Sir John Hicks (University of Edinburgh Press, Edinburgh 485-504.
-
(1968)
Value, Capital and Growth: Papers in Honor of Sir John Hicks
, pp. 485-504
-
-
Uzawa, H.1
-
37
-
-
0347078538
-
An equilibrium characterization of the term structure
-
Vasicek, Oldrich, 1977, An equilibrium characterization of the term structure, Journal of Financial Economics 5, 177-188.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 177-188
-
-
Vasicek, O.1
|