Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition
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References listed on IDEAS
- Ross, Stephen A, 1978. "A Simple Approach to the Valuation of Risky Streams," The Journal of Business, University of Chicago Press, vol. 51(3), pages 453-475, July.
- Kreps, David M., 1981. "Arbitrage and equilibrium in economies with infinitely many commodities," Journal of Mathematical Economics, Elsevier, vol. 8(1), pages 15-35, March.
- João Brogueira & Fabian Schütze, 2017.
"Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded,"
Economic Theory Bulletin,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 179-190, October.
- Brogueira, Joao; Schuetze, Fabian, 2015. "Existence and uniqueness of equilibrium in Lucas' asset pricing model when utility is unbounded," Economics Working Papers ECO2015/02, European University Institute.
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