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The timing of information in a general equilibrium framework
Berk, Jonathan B.; Uhlig, Harald - In: Journal of economic theory 59 (1993) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10001144256
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Competitive equilibria for infinite-horizon economies with incomplete markets
Hernandez D., Alejandro - In: Journal of economic theory 71 (1996) 1, pp. 102-130
Persistent link: https://www.econbiz.de/10001209426
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Market demand functions in the Capital Asset Pricing Model
Bottazzi, Jean-Marc - In: Journal of economic theory 79 (1998) 2, pp. 192-206
Persistent link: https://www.econbiz.de/10001244036
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Commission-revenue maximization in a general equilibrium model of asset creation
Hara, Chiaki - In: Journal of economic theory 65 (1995) 1, pp. 258-298
Persistent link: https://www.econbiz.de/10001178561
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Market selection
Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; … - In: Journal of economic theory 168 (2017), pp. 209-236
Persistent link: https://www.econbiz.de/10011747419
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Incomplete markets and volatility
Calvet, Laurent E. - In: Journal of economic theory 98 (2001) 2, pp. 295-338
Persistent link: https://www.econbiz.de/10001596560
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Observable restrictions of general equilibrium models with financial markets
Kubler, Felix - In: Journal of economic theory 110 (2003) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10001767026
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Sharing idiosyncratic risk even though prices are "wrong"
Halim, Edward; Riyanto, Yohanes Eko; Roy, Nilanjan - In: Journal of economic theory 200 (2022), pp. 1-45
Persistent link: https://www.econbiz.de/10013192731