1. Cass, David & Stiglitz, Joseph E., 1970. "The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds," Journal of Economic Theory, Elsevier, vol. 2(2), pages 122-160, June. [Downloadable!] (restricted)
2. Grossman, Sanford J., 1977. "A characterization of the optimality of equilibrium in incomplete markets," Journal of Economic Theory, Elsevier, vol. 15(1), pages 1-15, June. [Downloadable!] (restricted)

Cited by:
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1. Paola Donati, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Working Paper Series 262, European Central Bank. [Downloadable!]
   Other versions:
   • Donati, Paola & Momi, Takeshi, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 743-762, September. [Downloadable!] (restricted)
2. Jinhui H. Bai & Ingolf Schwarz, 2005. "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," JEPS Working Papers 05-005, JEPS. [Downloadable!]
   Other versions:
   • Ingolf Schwarz & Jinhui H. Bai, 2005. "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2005_18, Max Planck Institute for Research on Collective Goods. [Downloadable!]
   • Jinhui H. Bai & Ingolf Schwarz, . "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Papers gueconwpa~06-06-05, Georgetown University, Department of Economics. [Downloadable!]
   • Bai, Jinhui H. & Schwarz, Ingolf, 2006. "Monetary equilibria in a cash-in-advance economy with incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 422-451, August. [Downloadable!] (restricted)
3. John Geanakoplos & Heracles M. Polemarchakis, 1985. "Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete," Cowles Foundation Discussion Papers 764, Cowles Foundation, Yale University. [Downloadable!]
4. William R. Zame, 1990. "Efficiency and the Role of Default When Security Markets are Incomplete," UCLA Economics Working Papers 585, UCLA Department of Economics. [Downloadable!]
   Other versions:
   • William R. Zame, 1992. "Efficiency and the Role of Default When Security Markets are Incomplete," UCLA Economics Working Papers 673, UCLA Department of Economics. [Downloadable!]
   • Zame, William R, 1993. "Efficiency and the Role of Default When Security Markets Are Incomplete," American Economic Review, American Economic Association, vol. 83(5), pages 1142-64, December. [Downloadable!] (restricted)
5. Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou, 2004. "On the survival and irreducibility assumptions for financial markets with nominal assets," Cahiers de la Maison des Sciences Economiques b04008, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
6. Manuel Santos & Juan Pablo Rincon-Zapatero, . "Differentiability of the Value Function without Interiority Assumptions," Working Papers 0704, University of Miami, Department of Economics. [Downloadable!]
   Other versions:
   • Juan Pablo Rincon-Zapatero & Manuel S. Santos, 2007. "Differentiability of the value function without interiority assumptions," Economics Working Papers we071405, Universidad Carlos III, Departamento de Economía. [Downloadable!]
   • Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2009. "Differentiability of the value function without interiority assumptions," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1948-1964, September. [Downloadable!] (restricted)
7. Laura Angeloni & Bernard Cornet, 2005. "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005. [Downloadable!]
8. V.F. Martins-da-Rocha & L. Triki, 2005. "Equilibria in exchange economies with financial constraints: Beyond the Cass Trick," Microeconomics 0503013, EconWPA. [Downloadable!]
9. John Geanakoplos & Andreu Mas-Colell, 1985. "Real Indeterminacy with Financial Assets," Cowles Foundation Discussion Papers 770R, Cowles Foundation, Yale University, revised Oct 1985. [Downloadable!]
10. John Geanakoplos & Martin Shubik, 1989. "The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets," Cowles Foundation Discussion Papers 913, Cowles Foundation, Yale University. [Downloadable!]