Michael Magill
Personal Details
First Name: Michael
Middle Name:
Last Name: Magill
Suffix:
RePEc Short-ID: pma388
Email: [This author has chosen not to make the email address public]
Homepage:
http://www-rcf.usc.edu/~magill/
Postal Address:
Phone:
Affiliation
- Department of Economics
University of Southern California - Location: Los Angeles, California (United States)
Homepage: http://www.usc.edu/dept/LAS/economics/
Email:
Phone: (213) 740-8335
Fax: (213) 740-8543
Postal: KAP 300, University Park Campus, Los Angeles, CA-90089
Handle: RePEc:edi:deuscus (more details at EDIRC)
Works
Working papers
- Michael Magill & Martine Quinzii, 2005.
"An Equilibrium Model of Managerial Compensation,"
IEPR Working Papers
05.22, Institute of Economic Policy Research (IEPR).
- Magill, Michael & Quinzii, Martine, 2005. "An Equilibrium Model of Managerial Compensation," Working Papers 05-3, University of California at Davis, Department of Economics.
- Martine Quinzii & Michael Magill, 2005. "An Equilibrium Model of Managerial Compensation," Working Papers 53, University of California, Davis, Department of Economics.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2004.
"Demography and the Long Run Behavior of the Stock Market,"
Levine's Bibliography
122247000000000643, UCLA Department of Economics.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2003. "Demography and the Long Run Behavior of the Stock Market," Levine's Working Paper Archive 506439000000000269, David K. Levine.
- Michael Magill & Martine Quinzii, 2004.
"Common Shocks and Relative Compensation Schemes,"
IEPR Working Papers
05.21, Institute of Economic Policy Research (IEPR).
- Magill, Michael & Quinzii, Martine, 2004. "Common Shocks and Relative Compensation Schemes," Working Papers 05-2, University of California at Davis, Department of Economics.
- Martine Quinzii & Michael Magill, 2005. "Common Shocks and Relative Compensation Schemes," Working Papers 52, University of California, Davis, Department of Economics.
- Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002.
"Demography and the Long-run Predictability of the Stock Market,"
Cowles Foundation Discussion Papers
1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
- Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
- Michael Magill, 2000. "Equity, Options and Efficiency in the Presence of Moral Hazard," Econometric Society World Congress 2000 Contributed Papers 1845, Econometric Society.
- Michael Magill & Martine Quinzii, 1995.
"Which Improves Welfare More: Nominal or Indexed Bond?,"
Discussion Paper Serie A
511, University of Bonn, Germany.
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
- MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," CORE Discussion Papers 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
- Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 9520, University of California, Davis, Department of Economics.
- Magill, M. & Quinzii, M., 1993.
"Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles,"
Papers
9321, Southern California - Department of Economics.
- Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.
- Magill,Michael & Quinzii,Martine, 1992.
"Infinite horizon,Incomplete markets,"
Discussion Paper Serie A
384, University of Bonn, Germany.
- Magill, Michael & Quinzii, Martine, 1994. "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, vol. 62(4), pages 853-80, July.
- Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," DELTA Working Papers 92-26, DELTA (Ecole normale supérieure).
- Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," Papers 413a, California Davis - Institute of Governmental Affairs.
- Magill, M. & Quinzii, M., 1993. "Infinite Horizon Incomplete Markets," Papers 9320, Southern California - Department of Economics.
- Michael Magill & Martine Quinzii, 1989. "The Non-Neutrality of Money in a Production Economy with Nominal Assets," Discussion Paper Serie A 267, University of Bonn, Germany.
- Magill,Michael & Quinzii,Martine, 1989.
"Real effects of money in general equilibrium,"
Discussion Paper Serie A
232, University of Bonn, Germany.
- Magill, M. & Quinzii, M., 1992. "Real effects of money in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 301-342.
- Magill, M. & Quinzii, M., 1988. "Real Effects Of Money In General Equilibrium," Papers 8826, Southern California - Department of Economics.
- Duffie,D. Shafer,W. Cass,D. Magill,M. Quinzii,M Geanakoplos,J., 1988. "Lecture notes in incomplete markets," Discussion Paper Serie A 192, University of Bonn, Germany.
- John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988.
"Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete,"
Cowles Foundation Discussion Papers
863, Cowles Foundation for Research in Economics, Yale University.
- Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990. "Generic inefficiency of stock market equilibrium when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 113-151.
- Hirsch, M.D. & Magill, M. & Mas-Colell, A., 1988. "A geometric Approach to a Class of Fixed Point Theorem," Papers 527, Stanford - Institute for Thoretical Economics.
- Geanakoplos,John Magill,Michael & Shafer,Wayne, 1988. "Lecture notes in incomplete markets II," Discussion Paper Serie A 205, University of Bonn, Germany.
- Magill Mjp & Shafer Wj, 1985. "Allocation of aggregate and individual risks through financial markets," CEPREMAP Working Papers (Couverture Orange) 8525, CEPREMAP.
- William A. Brock & Michael J. P. Magill, 1978.
"Dynamics Under Uncertainty,"
Discussion Papers
324, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Brock, William A & Magill, Michael J P, 1979. "Dynamics under Uncertainty," Econometrica, Econometric Society, vol. 47(4), pages 843-68, July.
- Michael J. P. Magill, 1978. "On Cyclical Motion in Dynamic Economics," Discussion Papers 334, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Michael J.P. Magill, 1977.
"The Stability of Equilibrium,"
Discussion Papers
306, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Magill, Michael J P, 1979. "The Stability of Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 577-97, October.
- Michael J. P. Magill, 1977. "The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior," Discussion Papers 296, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Michael Magill & Martine Quinzii, .
"Incentives And Risk Sharing In A Stock Market Equilibrium,"
Department of Economics
96-12, California Davis - Department of Economics.
- Martine Quinzii & Michael Magill, 2003. "Incentives and Risk Sharing in a Stock Market Equilibrium," Working Papers 9612, University of California, Davis, Department of Economics.
- Michael Magill & Martine Quinzii, .
"Equity, Bonds, Growth And Inflation In A Quadratic Infinite Horizon Economy,"
Department of Economics
98-08, California Davis - Department of Economics.
- Martine Quinzii & Michael Magill & Julian R. Betts, 2003. "Equity, Bonds, Growth And Inflation In A Quadratic Infinite Horizon Economy," Working Papers 988, University of California, Davis, Department of Economics.
- Michael Magill & Martine Quinzii, .
"The Stock Market in the Overlapping Generations,"
Department of Economics
99-13, California Davis - Department of Economics.
- Martine Quinzii & Michael Magill & Kristin Van Gaasback, 2003. "The Stock Market in the Overlapping Generations," Working Papers 9913, University of California, Davis, Department of Economics.
Articles
- Magill, Michael & Quinzii, Martine, 2008.
"Normative properties of stock market equilibrium with moral hazard,"
Journal of Mathematical Economics,
Elsevier, vol. 44(7-8), pages 785-806, July.
- Martine Quinzii & Michael Magill, 1900. "Normative Properties Of Stock Market Equilibrium With Moral Hazard," Working Papers 82, University of California, Davis, Department of Economics.
- Quinzii, Martine & Magill, Michael, 2008. "Normative Properties of Stock Market Equilibrium with Moral Hazard," Working Papers 08-2, University of California at Davis, Department of Economics.
- Michael Magill & Martine Quinzii, 2006. "Common Shocks and Relative Compensation," Annals of Finance, Springer, vol. 2(4), pages 407-420, October.
- Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004.
"Demography and the Long-Run Predictability of the Stock Market,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
- Magill, Michael & Quinzii, Martine, 2003. "Nonshiftable capital, affine price expectations and convergence to the Golden Rule," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 239-272, June.
- Michael Magill & Martine Quinzii, 2003. "Indeterminacy of equilibrium in stochastic OLG models," Economic Theory, Springer, vol. 21(2), pages 435-454, 03.
- Magill, Michael & Quinzii, Martine, 2002. "Capital market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 149-190, September.
- Michael Magill & Martine Quinzii, 2000. "Infinite horizon CAPM equilibrium," Economic Theory, Springer, vol. 15(1), pages 103-138.
- Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer, vol. 10(1), pages 1-37.
- Magill, Michael & Quinzii, Martine, 1996.
"Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles,"
Journal of Mathematical Economics,
Elsevier, vol. 26(1), pages 133-170.
- Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
- Magill, Michael & Quinzii, Martine, 1994.
"Infinite Horizon Incomplete Markets,"
Econometrica,
Econometric Society, vol. 62(4), pages 853-80, July.
- Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," DELTA Working Papers 92-26, DELTA (Ecole normale supérieure).
- Magill,Michael & Quinzii,Martine, 1992. "Infinite horizon,Incomplete markets," Discussion Paper Serie A 384, University of Bonn, Germany.
- Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," Papers 413a, California Davis - Institute of Governmental Affairs.
- Magill, M. & Quinzii, M., 1993. "Infinite Horizon Incomplete Markets," Papers 9320, Southern California - Department of Economics.
- Magill, M. & Quinzii, M., 1992.
"Real effects of money in general equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 21(4), pages 301-342.
- Magill, M. & Quinzii, M., 1988. "Real Effects Of Money In General Equilibrium," Papers 8826, Southern California - Department of Economics.
- Magill,Michael & Quinzii,Martine, 1989. "Real effects of money in general equilibrium," Discussion Paper Serie A 232, University of Bonn, Germany.
- Hirsch, M. D. & Magill, M. & Mas-Colell, A., 1990. "A geometric approach to a class of equilibrium existence theorems," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 95-106.
- Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990.
"Generic inefficiency of stock market equilibrium when markets are incomplete,"
Journal of Mathematical Economics,
Elsevier, vol. 19(1-2), pages 113-151.
- John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988. "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," Cowles Foundation Discussion Papers 863, Cowles Foundation for Research in Economics, Yale University.
- Husseini, S. Y. & Lasry, J. -M. & Magill, M. J. P., 1990. "Existence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 39-67.
- Magill, Michael J. P. & Shafer, Wayne J., 1990. "Characterisation of generically complete real asset structures," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 167-194.
- Cheng, Hsueh-Cheng & Magill, Michael J P & Shafer, Wayne J, 1987. "Some Results on Comparative Statics under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 493-507, June.
- Danthine, Jean-Pierre & Magill, Michael J. P., 1985. "Investment in information acquisition," Economics Letters, Elsevier, vol. 19(3), pages 221-225.
- Cheng, Hsueh-Cheng & Magill, Michael J. P., 1983. "An asymptotic property of equilibrium on futures markets arising from speculation," Economics Letters, Elsevier, vol. 11(4), pages 371-375.
- Magill, Michael J P, 1981. "Infinite Horizon Programs," Econometrica, Econometric Society, vol. 49(3), pages 679-711, May.
- Magill, Michael J. P., 1980. "An existence criterion for models of resource allocation over an infinite horizon," Economics Letters, Elsevier, vol. 5(3), pages 209-213.
- Magill, Michael J P & Scheinkman, Jose A, 1979. "Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 297-315, June.
- Magill, Michael J P, 1979.
"The Stability of Equilibrium,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 577-97, October.
- Michael J.P. Magill, 1977. "The Stability of Equilibrium," Discussion Papers 306, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Brock, William A & Magill, Michael J P, 1979.
"Dynamics under Uncertainty,"
Econometrica,
Econometric Society, vol. 47(4), pages 843-68, July.
- William A. Brock & Michael J. P. Magill, 1978. "Dynamics Under Uncertainty," Discussion Papers 324, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Magill, Michael J. P., 1977. "A local analysis of N-sector capital accumulation under uncertainty," Journal of Economic Theory, Elsevier, vol. 15(1), pages 211-219, June.
- Magill, Michael J. P., 1977. "Some new results on the local stability of the process of capital accumulation," Journal of Economic Theory, Elsevier, vol. 15(1), pages 174-210, June.
- Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, vol. 13(2), pages 245-263, October.
- Magill, Michael J. P., 1976. "The preferability of investment through a mutual fund," Journal of Economic Theory, Elsevier, vol. 13(2), pages 264-271, October.
Chapters
- Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.
NEP Fields
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CFN: Corporate Finance (1) 2005-05-07. Author is listed
- NEP-FIN: Finance (3) 2002-10-18 2004-02-08 2004-11-22. Author is listed
- NEP-FMK: Financial Markets (2) 2002-10-18 2004-02-08. Author is listed
- NEP-MIC: Microeconomics (1) 2005-05-07. Author is listed
Statistics
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Closeness measure in co-authorship network
- Wu-Index
Most cited item
- Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.
Most downloaded item (past 12 months)
- Magill, Michael J. P., 1977. "A local analysis of N-sector capital accumulation under uncertainty," Journal of Economic Theory, Elsevier, vol. 15(1), pages 211-219, June.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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