Pages that link to "Item:Q3696809"

The following pages link to Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities (Q3696809):

Displaying 50 items.

• Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
• Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
• Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
• An extension of the Sard-Smale theorem to convex domains with an empty interior (Q478129) (← links)
• Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
• Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
• Information structure and equilibrium asset prices (Q759628) (← links)
• Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
• Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
• Equilibrium without uniform conditions (Q919969) (← links)
• The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
• Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
• Discounting and divergence of opinion (Q969130) (← links)
• On equilibrium prices in continuous time (Q972875) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• Equilibria in Banach lattices without ordered preferences (Q1080348) (← links)
• Multiperiod security markets with differential information (Q1086116) (← links)
• Stochastic equilibria with incomplete financial markets (Q1087461) (← links)
• Edgeworth equilibria in production economies (Q1099056) (← links)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
• Equilibria in exchange economies with a countable number of agents (Q1122468) (← links)
• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• On the number of currencies needed to implement the complete asset market allocation (Q1300411) (← links)
• Valuing flexibility: An impulse control framework (Q1313148) (← links)
• Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
• Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• A variational approach for pricing options and corporate bounds (Q1367716) (← links)
• Smooth infinite economies (Q1381020) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Spanning with American options. (Q1399554) (← links)
• Efficiency and imperfect competition with incomplete markets. (Q1401111) (← links)
• Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
• Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
• Financial equilibrium with non-linear valuations (Q1648908) (← links)
• Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
• An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
• Implementing Arrow-Debreu equilibria by trading infinitely-lived securities (Q1762757) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Market selection with learning and catching up with the Joneses (Q1945041) (← links)
• Nonparametric risk management and implied risk aversion (Q1969813) (← links)
• Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
• The marginal value of management using stochastic control (Q2277124) (← links)
• Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
• Two-period economies with price-contingent deliveries (Q2354542) (← links)