-
1
-
-
0000961158
-
Arbitrage, short sales, and financial innovation
-
1. Allen, F., Gale, D.: Arbitrage, short sales, and financial innovation. Econometrica 59, 1041-1068 (1991)
-
(1991)
Econometrica
, vol.59
, pp. 1041-1068
-
-
Allen, F.1
Gale, D.2
-
2
-
-
0003530802
-
Competitive equilibrium with incomplete financial markets
-
University of Pennsylvania
-
2. Cass, D.: Competitive equilibrium with incomplete financial markets. CARESS Working Paper, University of Pennsylvania (1984)
-
(1984)
CARESS Working Paper
-
-
Cass, D.1
-
3
-
-
0010073626
-
Constrained suboptimality in incomplete markets: A general approach and two applications
-
University of Pennsylvania
-
3. Citanna, A., Kajii, A., Villanacci, A.: Constrained suboptimality in incomplete markets: A general approach and two applications. CARESS Working Paper, University of Pennsylvania (1994)
-
(1994)
CARESS Working Paper
-
-
Citanna, A.1
Kajii, A.2
Villanacci, A.3
-
4
-
-
0000393303
-
Stochastic equilibria with incomplete markets
-
4. Duffie, D.: Stochastic equilibria with incomplete markets. J. Econ. Theory 41, 405-416 (1987) and (corrigenda) 49, 384 (1989)
-
(1987)
J. Econ. Theory
, vol.41
, pp. 405-416
-
-
Duffie, D.1
-
5
-
-
85045820961
-
-
and (corrigenda)
-
4. Duffie, D.: Stochastic equilibria with incomplete markets. J. Econ. Theory 41, 405-416 (1987) and (corrigenda) 49, 384 (1989)
-
(1989)
J. Econ. Theory
, vol.49
, pp. 384
-
-
-
6
-
-
8744296703
-
Optimal innovation of futures contracts
-
5. Duffie, D., Jackson, M.: Optimal innovation of futures contracts. Rev. Fin. Studies 2, 275-296 (1989)
-
(1989)
Rev. Fin. Studies
, vol.2
, pp. 275-296
-
-
Duffie, D.1
Jackson, M.2
-
7
-
-
0001829459
-
Existence, regularity and constrained suboptimality of competitive allocations when the asset market is incomplete
-
Heller, W., Starr, R., Starrett, D. (eds.). Cambridge: Cambridge University Press
-
6. Geanakoplos, J., Polemarchakis, H.: Existence, regularity and constrained suboptimality of competitive allocations when the asset market is incomplete. In: Heller, W., Starr, R., Starrett, D. (eds.) Uncertainty, Information and Communication: Essays in Honor of Kenneth J. Arrow, Vol. III. Cambridge: Cambridge University Press 1986
-
(1986)
Uncertainty, Information and Communication: Essays in Honor of Kenneth J. Arrow
, vol.3
-
-
Geanakoplos, J.1
Polemarchakis, H.2
-
9
-
-
0000930326
-
On the optimality of equilibrium when the market structure is incomplete
-
8. Hart, O.: On the optimality of equilibrium when the market structure is incomplete. J. Econ. Theory 11, 418-443 (1975)
-
(1975)
J. Econ. Theory
, vol.11
, pp. 418-443
-
-
Hart, O.1
-
11
-
-
0003035816
-
Global analysis and economics. Iii: Pareto optima and price equilibria
-
10. Smale, S.: Global analysis and economics. III: Pareto optima and price equilibria. J. Math. Econ. 1, 107-117 (1974)
-
(1974)
J. Math. Econ.
, vol.1
, pp. 107-117
-
-
Smale, S.1
-
12
-
-
0001683119
-
Equilibrium in economies with incomplete markets
-
11. Werner, J.: Equilibrium in economies with incomplete markets. J. Econ. Theory 36, 110-119 (1985)
-
(1985)
J. Econ. Theory
, vol.36
, pp. 110-119
-
-
Werner, J.1
|