메뉴 건너뛰기




Volumn 6, Issue 2, 1996, Pages 119-132

Infinite horizon incomplete markets with a continuum of states

Author keywords

General equilibrium; Incomplete markets; Infinite horizon

Indexed keywords


EID: 0030306936     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00074.x     Document Type: Article
Times cited : (19)

References (23)
  • 1
    • 85033646470 scopus 로고
    • Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy
    • ARAUJO, A, P. K. MONTEIRO, and M. PÁSCOA (1994): "Existence of Equilibria with Infinitely Many Goods, Incomplete Markets and Bankruptcy," Impa working paper B 86/94.
    • (1994) Impa Working Paper B , vol.86 , Issue.94
    • Araujo, A.1    Monteiro, P.K.2    Páscoa, M.3
  • 2
    • 0001391430 scopus 로고
    • A note on Fatou's Lemma in several dimensions
    • ARSTEIN, Z. (1979): "A Note on Fatou's Lemma in Several Dimensions," J. Math. Econ., 6, 277-282.
    • (1979) J. Math. Econ. , vol.6 , pp. 277-282
    • Arstein, Z.1
  • 4
    • 0000154920 scopus 로고
    • Sur la dérivation abstraite des fonctions d'ensemble
    • de Possel, R. (1936): "Sur la dérivation abstraite des fonctions d'ensemble," J. Math. Pures Appl. 15, 391-409.
    • (1936) J. Math. Pures Appl. , vol.15 , pp. 391-409
    • De Possel, R.1
  • 6
    • 0003286540 scopus 로고
    • The nature of incomplete security markets
    • ed. J. J. Laffont. Cambridge University Press
    • DUFFIE, D. (1991): "The Nature of Incomplete Security Markets," in Advances in Economic Theory, vol. II, ed. J. J. Laffont. Cambridge University Press, 214-262.
    • (1991) Advances in Economic Theory , vol.2 , pp. 214-262
    • Duffie, D.1
  • 8
    • 85017108575 scopus 로고
    • Generalized instrumental variables estimation of nonlinear expectations models
    • HANSEN, L., and K. SINGLETON (1982): "Generalized Instrumental Variables Estimation of Nonlinear Expectations Models," Econometrica, 50, 1269-1286.
    • (1982) Econometrica , vol.50 , pp. 1269-1286
    • Hansen, L.1    Singleton, K.2
  • 9
    • 0011558794 scopus 로고
    • Rational expectations equilibria in sequence economies with symmetric information: Two periods case
    • forthcoming
    • HELLWIG, M. (1991): "Rational Expectations Equilibria in Sequence Economies with Symmetric Information: Two Periods Case," J. Math. Econ., forthcoming.
    • (1991) J. Math. Econ.
    • Hellwig, M.1
  • 13
    • 0003114587 scopus 로고
    • The valuation of risky assets and the selection of risky investment in stock portfolios and capital budgets
    • LINTNER, J. (1965): "The Valuation of Risky Assets and the Selection of Risky Investment in Stock Portfolios and Capital Budgets," Rev. Econ. Statist., 47, 13-37.
    • (1965) Rev. Econ. Statist. , vol.47 , pp. 13-37
    • Lintner, J.1
  • 14
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • LUCAS, R. (1978): "Asset Prices in an Exchange Economy," Econometrica, 46, 1429-1445.
    • (1978) Econometrica , vol.46 , pp. 1429-1445
    • Lucas, R.1
  • 15
    • 0001304778 scopus 로고
    • Infinite horizon incomplete markets
    • MAGILL, M., and M. QUINZII (1994): "Infinite Horizon Incomplete Markets," Econometrica, 62, 853-880.
    • (1994) Econometrica , vol.62 , pp. 853-880
    • Magill, M.1    Quinzii, M.2
  • 16
    • 0000339532 scopus 로고
    • The equity premium and the concentration of aggregate shocks
    • MANKIW, N. (1986): "The Equity Premium and the Concentration of Aggregate Shocks," J. Financial Econ., 17, 211-229.
    • (1986) J. Financial Econ. , vol.17 , pp. 211-229
    • Mankiw, N.1
  • 17
    • 46549099071 scopus 로고
    • The equity premium: A puzzle
    • MEHRA, R., and E. PRESCOTT (1985): "The Equity Premium: A Puzzle," J. Monetary Econ., 15, 145-161.
    • (1985) J. Monetary Econ. , vol.15 , pp. 145-161
    • Mehra, R.1    Prescott, E.2
  • 18
    • 0011673550 scopus 로고
    • A new proof of existence of equilibria in incomplete markets economies
    • forthcoming
    • MONTEIRO, P. K. (1991): "A New Proof of Existence of Equilibria in Incomplete Markets Economies," J. Math. Econ., forthcoming.
    • (1991) J. Math. Econ.
    • Monteiro, P.K.1
  • 19
    • 0011674993 scopus 로고
    • The existence of security markets equilibria with a non-atomic state space
    • forthcoming
    • MAS-COLELL, A., and W. ZAME (1991): "The Existence of Security Markets Equilibria with a Non-atomic State Space," J. Math. Econ., forthcoming.
    • (1991) J. Math. Econ.
    • Mas-Colell, A.1    Zame, W.2
  • 20
    • 0003114587 scopus 로고
    • The valuation of risky assets and the selection of risky investment in stock portfolios and capital budgets
    • RUBINSTEIN, M. (1976): "The Valuation of Risky Assets and the Selection of Risky Investment in Stock Portfolios and Capital Budgets," Rev. Econ. Statist., 47, 13-37.
    • (1976) Rev. Econ. Statist. , vol.47 , pp. 13-37
    • Rubinstein, M.1
  • 21
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
    • SHARPE, W. (1964): "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk," J. Finance, 19, 425-442.
    • (1964) J. Finance , vol.19 , pp. 425-442
    • Sharpe, W.1
  • 22
    • 84967582762 scopus 로고
    • Market incompleteness and the equilibrium valuatin of assets
    • eds. S. Bhattacharya and G. Constantinides, Totowa, NJ: Rowman and Littlefield
    • SHEINKMAN, J. (1989): "Market Incompleteness and the Equilibrium Valuatin of Assets," in Theory of Valuation, Frontiers of Financial Theory, vol. I, eds. S. Bhattacharya and G. Constantinides, Totowa, NJ: Rowman and Littlefield, 45-51.
    • (1989) Theory of Valuation, Frontiers of Financial Theory , vol.1 , pp. 45-51
    • Sheinkman, J.1
  • 23
    • 0011621847 scopus 로고
    • unpublished, Department of Economics, Queens University, Kingston, Ontario
    • TELMER, C. (1990): "Asset Pricing Puzzles and Incomplete Markets," unpublished, Department of Economics, Queens University, Kingston, Ontario.
    • (1990) Asset Pricing Puzzles and Incomplete Markets
    • Telmer, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.