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Bankruptcy and efficiency in a general equilibrium model with incomplete markets
Dubey, Pradeep; Geanakoplos, John; Shubik, Martin - 1988
Persistent link: https://www.econbiz.de/10000126425
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Liquidity and bankruptcy with incomplete markets : pure exchange
Dubey, Pradeep; Geanakoplos, John - 1989
Persistent link: https://www.econbiz.de/10000126430
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The capital asset pricing model as a general equilibrium with incomplete markets
Geanakoplos, John; Shubik, Martin - 1989
Persistent link: https://www.econbiz.de/10000126433
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Empirical implications of arbitrage-free asset markets
Maheswaran, S.; Sims, Christopher A. - 1992
Persistent link: https://www.econbiz.de/10000835838
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Financial integration, liquidity and exchange rates
Grilli, Vittorio U.; Roubini, Nouriel - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792293
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Asset markets and investment decisions
Waegenaere, A. de; Polemarchakis, H. M.; Ventura, L. - 1997
Persistent link: https://www.econbiz.de/10000635470
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Leverage, time preference, and the "equity premium puzzle"
Benninga, Simon - In: Journal of monetary economics 25 (1990) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10001086374
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Existence of equilibrium in incomplete markets with intermediation costs
Préchac, Christophe - In: Journal of mathematical economics 25 (1996) 3, pp. 373-380
Persistent link: https://www.econbiz.de/10001204836
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Computing equilibria of GEI by relocalization on a Grassmann manifold
DeMarzo, Peter M. - In: Journal of mathematical economics 26 (1996) 4, pp. 479-497
Persistent link: https://www.econbiz.de/10001210132
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The degree of indeterminacy of equilibria with incomplete markets
Nagata, Ryo - In: Journal of mathematical economics 29 (1998) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10001242085