Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment
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- Darrell Duffie & William Zame, 1988.
"The Consumption-Based Capital Asset Pricing Model,"
88-10, University of Copenhagen. Department of Economics.
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
Journal of Economic Theory,
Elsevier, vol. 3(4), pages 373-413, December.
- R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
- Darrell Duffie & Chi-Fu Huang, 2005.
"Implementing Arrow-Debreu Equilibria By Continuous Trading Of Few Long-Lived Securities,"
World Scientific Book Chapters,
in: Theory Of Valuation, chapter 4, pages 97-127
World Scientific Publishing Co. Pte. Ltd..
- Duffie, J Darrell & Huang, Chi-fu, 1985. "Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities," Econometrica, Econometric Society, vol. 53(6), pages 1337-56, November.
- Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-45, November.
- Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006. "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, vol. 3(2), pages 102-105, June.
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