Existence and uniqueness of equilibrium in Lucas' asset pricing model when utility is unbounded
Year of publication: |
2015
|
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Authors: | Brogueira, Joao ; Schuetze, Fabian |
Institutions: | Department of Economics, European University Institute |
Subject: | Asset pricing | Exchange economy | Dynamic programming | Equilibrium conditions |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series European University Institute Working Papers Number ECO2015/02 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; D51 - Exchange and Production Economies ; G12 - Asset Pricing |
Source: |
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Existence of solutions and asset pricing bubbles in general equilibrium models.
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Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded
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