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Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
Krusell, Per, (1997)
Asset markets and investment decisions
Waegenaere, A. de, (1997)
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung, (2009)
Existence of equivalent martingale measures in finite dimensional securities markets
Girotto, Bruno, (1996)
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Girotto, Bruno, (1997)
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno, (2000)