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Citations for "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets"

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  1. João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
  2. Mario Tirelli & Sergio Turner, 2008. "A social welfare function characterizing competitive equilibria of incomplete financial markets," Departmental Working Papers of Economics - University 'Roma Tre' 0093, Department of Economics - University Roma Tre.
  3. Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  4. repec:hal:journl:halshs-00657047 is not listed on IDEAS
  5. Drèze Jacques H. & Herings P. Jean-Jacques, 2003. "Sequentially complete Markets Remain Incomplete," Research Memorandum 058, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  6. Hellwig, Martin & Irmen, Andreas, 2001. "Endogenous Technical Change in a Competitive Economy," Journal of Economic Theory, Elsevier, vol. 101(1), pages 1-39, November.
  7. Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2012. "Incomplete Financial Markets With Real Assets and Endogenous Credit Limits," Purdue University Economics Working Papers 1271, Purdue University, Department of Economics.
  8. Monteiro, Paulo Klinger, 1996. "A new proof of the existence of equilibrium in incomplete market economies," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 85-101.
  9. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo Group Munich.
  10. DRÈZE, Jacques H., . "On the macroeconomics of uncertainty and incomplete markets," CORE Discussion Papers RP -1510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Michael Magill & Martine Quinzii, 2009. "The probability approach to general equilibrium with production," Economic Theory, Springer, vol. 39(1), pages 1-41, April.
  12. Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
  13. Thijssen, J.J.J., 2003. "Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management.
  14. Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011. "Markets and contracts," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
  15. Li, Tao, 2007. "Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1697-1727, May.
  16. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  17. Tarun Sabarwal, 2004. "Value Maximization As An Ex Post Consistent Firm Objective When Markets are Incomplete," GE, Growth, Math methods 0406002, EconWPA, revised 19 Jul 2004.
  18. Paulo Brito & Rui Dilao, 2006. "Equilibrium price dynamics in an overlapping-generations exchange economy," Working Papers Department of Economics 2006/27, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  19. Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2005. "The role of expectations in economic fluctuations and the efficacy of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 2017-2065, November.
  20. Orrillo, Jaime, 2001. "Default and exogenous collateral in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 151-165, February.
  21. Peter Bossaerts & Charles Plott & William R. Zame, 2006. "Prices and Portfolio Choices in Financial Markets: Theory and Experiment," Levine's Bibliography 122247000000001322, UCLA Department of Economics.
  22. Yuli Radev, 2012. "Complete Markets of Arrow and Debreu and the Dynamic Disequilibrium (Bulgarian)," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 35-56.
  23. repec:hal:journl:halshs-00746975 is not listed on IDEAS
  24. Piero Gottardi & Subir Chattopadhyay, 1999. "- Stochastic Olg Models, Market Structure And Optimality," Working Papers. Serie AD 1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  25. Mario Tirelli, 2005. "Constrained Inefficiency In GEI: A Geometric Argument," Working Papers 2005-12, Brown University, Department of Economics.
  26. Bernard Cornet & Philippe Bich, 2009. "Existence of pseudo-equilibria in a financial economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200910, University of Kansas, Department of Economics, revised Dec 2009.
  27. 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.
  28. Jiang, Wang, 1996. "The term structure of interest rates in a pure exchange economy with heterogeneous investors," Journal of Financial Economics, Elsevier, vol. 41(1), pages 75-110, May.
  29. Daron Acemoglu & Asuman Ozdaglar, 2011. "Opinion Dynamics and Learning in Social Networks," Dynamic Games and Applications, Springer, vol. 1(1), pages 3-49, March.
  30. Dimitrios P. Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics 24826, London School of Economics and Political Science, LSE Library.
  31. V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On equilibrium prices in continuous time," Working Papers 397, Bielefeld University, Center for Mathematical Economics.
  32. Leonid Kogan & Stephen Ross, 2004. "The Price Impact and Survival of Irrational Traders," 2004 Meeting Papers 35, Society for Economic Dynamics.
  33. Pradeep Dubey & John Geanakoplos, 2003. "Monetary Equilibrium with Missing Markets," Cowles Foundation Discussion Papers 1389, Cowles Foundation for Research in Economics, Yale University.
  34. V. Filipe MARTINS-DA-ROCHA & YIANNIS VAILAKIS, 2008. "Endogenous Transaction Costs," Discussion Papers 0810, Exeter University, Department of Economics.
  35. Elizabeth Hoffman, 1979. "Competitive Market Allocation Mechanisms and Ex-Ante Optimality," Discussion Papers 388, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  36. Braido, Luis H. B., 2013. "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, vol. 8(1), January.
  37. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  38. Mich Tvede & Hervé Crés, 2005. "Voting in assemblies of shareholders and incomplete markets," Economic Theory, Springer, vol. 26(4), pages 887-906, November.
  39. Strobel, F., 1998. "International Tax Arbitrage Tax Evasion amd Interest Parity Conditions," Discussion Papers 98-05, Department of Economics, University of Birmingham.
  40. Mas-Colell, Andreu & Monteiro, Paulo K., 1996. "Self-fulfilling equilibria: An existence theorem for a general state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 51-62.
  41. Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2014. "Competitive markets with private information on both sides," Economic Theory, Springer, vol. 55(2), pages 257-280, February.
  42. repec:hal:journl:halshs-00476004 is not listed on IDEAS
  43. Frank Milne & Edwin Neave, 2003. "A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints," Working Papers 1082, Queen's University, Department of Economics.
  44. David Cass, 2006. "Competitive Equilibrium with Incomplete Financial Markets," PIER Working Paper Archive 06-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  45. Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001. "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers 1304, Cowles Foundation for Research in Economics, Yale University.
  46. repec:hal:journl:halshs-00426399 is not listed on IDEAS
  47. Jeanblanc, Monique & Dana, Rose-Anne, 2003. "Financial Markets in Continuous Time," Economics Papers from University Paris Dauphine 123456789/13604, Paris Dauphine University.
  48. Chenghu Ma & Jiankang Zhang, 2013. "p-Weakly constrained Pareto efficiency and aggregation in incomplete markets," Social Choice and Welfare, Springer, vol. 41(3), pages 605-623, September.
  49. David Eagle, 2005. "Completing Markets in a One-Good, Pure Exchange Economy Without State-Contingent Securities," Finance 0501009, EconWPA.
  50. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA.
  51. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.
  52. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
  53. Kubler, Félix & Chiappori, Pierre-André & Ekeland, Ivar & Polemarchakis, Herades, 2002. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Economics Papers from University Paris Dauphine 123456789/13505, Paris Dauphine University.
  54. Jacques H. Drèze & Oussama Lachiri & Enrico Minelli, 2007. "Shareholder-efficient production plans in a multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188336, HAL.
  55. Krebs, Tom, 2004. "Non-existence of recursive equilibria on compact state spaces when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 115(1), pages 134-150, March.
  56. Hellwig, Martin, 1996. "Rational expectations equilibria in sequence economies with symmetric information: The two-period case," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 9-49.
  57. Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.
  58. Timothy J. Kehoe & David K. Levine, 1992. "Debt constrained asset markets," Working Papers 445, Federal Reserve Bank of Minneapolis.
  59. José Penalva, 2003. "Implications of dynamic trading for insurance markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra.
  60. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.
  61. Edward J. Green, 1999. "Money and debt in the structure of payments," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 13-29.
  62. David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.).
  63. Krebs, Tom, 1999. "Information and asset prices in complete markets exchange economies," Economics Letters, Elsevier, vol. 65(1), pages 75-83, October.
  64. repec:hal:journl:halshs-00188336 is not listed on IDEAS
  65. David Bowman, 1995. "Constrained suboptimality in economies with limited communication," International Finance Discussion Papers 497, Board of Governors of the Federal Reserve System (U.S.).
  66. Bengt Holmstrom, 1980. "Contractural Models of the Labor Market," Discussion Papers 442, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  67. Srinivasan, T.N. & Robinson, J.A., 1995. "Long-Term Consequences of Population Growth: Technological Change, Natural Resources, and the Environment," Papers 748, Yale - Economic Growth Center.
  68. Arrow, Kenneth J. & Hahn, Frank, 1999. "Notes on Sequence Economies, Transaction Costs, and Uncertainty," Journal of Economic Theory, Elsevier, vol. 86(2), pages 203-218, June.
  69. Markeprand, Tobias, 2008. "On financial equilibrium with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 148-156, January.
  70. Gordan Zitkovic, 2009. "An example of a stochastic equilibrium with incomplete markets," Papers 0906.0208, arXiv.org, revised Jun 2010.
  71. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, vol. 2(4), pages 264-281.
  72. Fugarolas, Guadalupe, 2006. "Nash equilibria applied to Spot-financial equilibria in General equilibrium incomplete market models," MPRA Paper 470, University Library of Munich, Germany.
  73. Pratt, Stephen & Blake, Adam & Swann, Peter, 2013. "Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy," Economic Modelling, Elsevier, vol. 32(C), pages 429-439.
  74. Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
  75. Chatterji, S. & Ghosal, Sayantan, 2013. "Contracting over Prices," SIRE Discussion Papers 2013-88, Scottish Institute for Research in Economics (SIRE).
  76. Yuli Radev, 2012. "Complete Markets of Arrow and Debreu and the Dynamic Disequilibrium (English)," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 57-75.
  77. Peter Bossaerts & William R. Zame, 2006. "Risk Aversion in Laboratory Asset Markets," Levine's Bibliography 122247000000001317, UCLA Department of Economics.
  78. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  79. Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
  80. Bryan Ellickson, 1995. "Intertemporal Insurance," UCLA Economics Working Papers 742, UCLA Department of Economics.
  81. Patrick Beißner, 2013. "Radner equilibria under ambiguous volatility," Working Papers 493, Bielefeld University, Center for Mathematical Economics.
  82. Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 63-95, January.
  83. Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
  84. repec:hal:wpaper:halshs-00586739 is not listed on IDEAS
  85. Chichilnisky, Graciela & Heal, Geoffrey, 1996. "On the existence and the structure of the pseudo-equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 171-186.
  86. Dan Cao, 2011. "Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs," Working Papers gueconwpa~11-11-01, Georgetown University, Department of Economics.
  87. DREZE, Jacques, 2013. "Existence and multiplicity of temporary equilibria under nominal price rigidities," CORE Discussion Papers 2013010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  88. Lionel de Boisdeffre, 2014. "Price revelation and existence of equilibrium in a private belief economy," Documents de travail du Centre d'Economie de la Sorbonne 14056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  89. KÜBLER, Felix & POLEMARCHAKIS, Heracles, 1999. "The identification of preferences from the equilibrium prices of commodities and assets," CORE Discussion Papers 1999033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  90. Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Society for Computational Economics, vol. 45(1), pages 1-30, January.
  91. POLEMARCHAKIS, Heracles M. & ROCHON, Céline, 1999. "Debt, liquidity and dynamics," CORE Discussion Papers 1999034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  92. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers 97026, Stanford University, Department of Economics.
  93. Monique Florenzano, 1999. "General equilibrium of financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085543, HAL.
  94. Tarun Sabarwal, 2004. "A Consistent Firm Objective When Markets are Incomplete: Profit Maximization," Econometric Society 2004 North American Summer Meetings 141, Econometric Society.
  95. Joao Correia-da-Silva & Carlos Herves-Beloso, 2010. "Two-period economies with private state verification," FEP Working Papers 374, Universidade do Porto, Faculdade de Economia do Porto.
  96. Xi Chen & Robert Kohn, 2011. "Asset price bubbles from heterogeneous beliefs about mean reversion rates," Finance and Stochastics, Springer, vol. 15(2), pages 221-241, June.
  97. Lionel De Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722035, HAL.
  98. Hellwig, Martin F., 1996. "Sequential decisions under uncertainty and the maximum theorem," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 443-464.
  99. repec:hal:journl:halshs-00722035 is not listed on IDEAS
  100. repec:hal:journl:halshs-00423875 is not listed on IDEAS
  101. von Amsberg, Joachim, 1995. "Excessive environmental risks: An intergenerational market failure," European Economic Review, Elsevier, vol. 39(8), pages 1447-1464, October.
  102. Yves Balasko & Enrique Kawamura, 2013. "Is risk good for saving? Message from the general equilibrium model," Textos para discussão 615, Department of Economics PUC-Rio (Brazil).
  103. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
  104. Bryan Ellickson & José Penalva-Zuasti, 1996. "Intertemporal Insurance," Center for Financial Institutions Working Papers 96-19, Wharton School Center for Financial Institutions, University of Pennsylvania.
  105. Hugonnier, Julien, 2012. "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2260-2302.
  106. David K. Levine, 1986. "Infinite Horizon Equilibrium with Incomplete Markets," UCLA Economics Working Papers 418, UCLA Department of Economics.
  107. Wang, Jiang, 1959-, 1995. "The term structure of interest rates in a pure exchange economy with heterogeneous investors," Working papers 3839-95., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  108. Frederik Herzberg, 2013. "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, vol. 9(3), pages 543-572, August.
  109. Prechac, Christophe, 1996. "Existence of equilibrium in incomplete markets with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 373-380.
  110. Badics, Tamás, 2011. "Az arbitrázs preferenciákkal történő karakterizációjáról
    [On the characterization of arbitrage in terms of preferences]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 727-742.
  111. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  112. DEHEZ, Pierre, 2012. "Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner," CORE Discussion Papers 2012029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  113. Lionel De Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00746975, HAL.
  114. Lionel De Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01053471, HAL.
  115. repec:spo:wpecon:info:hdl:2441/10283 is not listed on IDEAS
  116. Raad, Rodrigo Jardim, 2013. "Approximate Recursive Equilibrium with Minimal State Space," Economics Working Papers (Ensaios Economicos da EPGE) 737, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  117. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research.
  118. Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August.
  119. Joao Correia-da-Silva & Carlos Hervés-Beloso, 2012. "Irrelevance of private information in two-period economies with more goods than states of nature," FEP Working Papers 473, Universidade do Porto, Faculdade de Economia do Porto.
  120. Polemarchakis, H. M. & Siconolfi, P., 1997. "Generic existence of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 28(3), pages 289-311, October.
  121. Jiang Wang, 1995. "The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors," NBER Working Papers 5172, National Bureau of Economic Research, Inc.
  122. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
  123. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 13/85, International Monetary Fund.
  124. Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
  125. Leo Ferraris, 2002. "Inside versus outside money: indeterminacy in GEI models," Working Papers 62, University of Rome La Sapienza, Department of Public Economics.
  126. 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 for Research in Economics, Yale University.
  127. Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  128. Jiaqian Chen & Patrick A. Imam, 2011. "Causes of Asset Shortages in Emerging Markets," IMF Working Papers 11/114, International Monetary Fund.
  129. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014. "General Equilibrium with Endogenous Trading Constraints," MPRA Paper 55359, University Library of Munich, Germany.
  130. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
  131. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.
  132. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 715-739.
  133. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Documents de travail du Centre d'Economie de la Sorbonne 12053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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