Market clearing, utility functions, and securities prices

DOI10.1007/s00199-003-0445-5zbMath1107.91052OpenAlexW2124174708MaRDI QIDQ1779002

Roberto C. Raimondo

Publication date: 20 June 2005

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-003-0445-5

zbMATH Keywords

asset pricingmarket clearingcontinuous time GEI

Mathematics Subject Classification ID

Brownian motion (60J65) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

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