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Arbitrage and equilibrium in strategic security markets
Koutsougeras, Leonidas C., (2004)
Lecture notes in incomplete markets
Duffie, Darrell, (1988)
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi, (2014)
Construction of a state space for interrelated securities with an application to temporary equilibrium theory
Henrotte, Philippe, (1996)
Dynamic mean-variance analysis
Henrotte, Philippe, (2001)
Multiperiod equilibrium with endogenous price uncertainty
Henrotte, Philippe, (1994)