Musings on the Cass Trick
This is a leisurely introduction, in the vein of a piece in the history of science, to belated publication of my well-known paper on incomplete Markets, Competitive Equilibrium with Incomplete Financial Markets.
|Date of creation:||02 Jun 2006|
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Web page: http://economics.sas.upenn.edu/pier
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- Geanakoplos, John & Mas-Colell, Andreu, 1989.
"Real indeterminacy with financial assets,"
Journal of Economic Theory,
Elsevier, vol. 47(1), pages 22-38, February.
- 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.
- Cass, David & Shell, Karl, 1983. "Do Sunspots Matter?," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 193-227, April.
- Geanakoplos, John, 1990. "An introduction to general equilibrium with incomplete asset markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 1-38.
- Balasko, Yves & Cass, David, 1989. "The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets," Econometrica, Econometric Society, vol. 57(1), pages 135-162, January.
- Cass, David & Pavlova, Anna, 2003.
"On Trees And Logs,"
4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- David Cass & Anna Pavlova, "undated". "On Trees and Logs," CARESS Working Papres 00-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Pavlova, Anna & Cass, David, 2002. "On Trees and Logs," Working papers 4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- David Cass & Anna Pavlova, "undated". "On Trees and Logs," Penn CARESS Working Papers e046baf19b9659b668c46a5f9, Penn Economics Department.
- Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
- John Geanakoplos, 1997. "An Introduction to General Equilibrium with Incomplete Asset Markets," Levine's Working Paper Archive 1115, David K. Levine.
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