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Rational equilibrium asset-pricing bubbles in continuous trading models
Loewenstein, Mark A.; Willard, Gregory A. - In: Journal of economic theory 91 (2000) 1, pp. 17-58
Persistent link: https://www.econbiz.de/10001466767
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Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information
DeMarzo, Peter M. - In: Journal of economic theory 80 (1998) 1, pp. 123-152
Persistent link: https://www.econbiz.de/10001243871
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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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Financial innovation and arbitrage pricing in frictional economies
Chen, Zhiwu - In: Journal of economic theory 65 (1995) 1, pp. 117-135
Persistent link: https://www.econbiz.de/10001178541
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The arbitrage pricing theorem with non-expected utility preferences
Kelsey, David - In: Journal of economic theory 65 (1995) 2, pp. 557-574
Persistent link: https://www.econbiz.de/10001179562
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Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G. - In: Journal of economic theory 67 (1995) 1, pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
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Intertemporal asset pricing with heterogeneous beliefs
Detemple, Jérôme B. - In: Journal of economic theory 62 (1994) 2, pp. 294-320
Persistent link: https://www.econbiz.de/10001164067
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Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
Cuoco, Domenico - In: Journal of economic theory 72 (1997) 1, pp. 33-73
Persistent link: https://www.econbiz.de/10001213786
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Necessary conditions for the CAPM
Berk, Jonathan B. - In: Journal of economic theory 73 (1997) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10001216870
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808