On trees and logs
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Publication:1877165
DOI10.1016/j.jet.2003.05.001zbMath1107.91045OpenAlexW3126093977MaRDI QIDQ1877165
Publication date: 16 August 2004
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2003.05.001
equilibrium theoryportfolio constraintsLucas tree modelnon-uniqueness of equilibriapeculiar financial equilibrium
Related Items (6)
Musings on the Cass trick ⋮ Junior is rich: bequests as consumption ⋮ Complete and incomplete financial markets in multi-good economies ⋮ Multiplicity in general financial equilibrium with portfolio constraints ⋮ Rational asset pricing bubbles and portfolio constraints ⋮ International capital markets and redundant securities
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- Equilibrium in incomplete markets. I: A basic model of generic existence
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
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- On the optimality of equilibrium when the market structure is incomplete
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- Options and sunspots in a simple monetary economy
- Existence of equilibria with incomplete markets: The case of smooth returns
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Asset Prices in an Exchange Economy
- A Dynamic Equilibrium Model of International Portfolio Holdings
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
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