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Chapter 34 Equilibrium theory in infinite dimensional spaces
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Chapter 34 Equilibrium theory in infinite dimensional spaces (1991)Chapter 34 Equilibrium theory in infinite…Representation of a preference ordering by a numerical function (2008)Representation of a preferenc…Existence of an equilibrium for a competitive economy (2008)Existence of an equilibrium f…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Foundations for Financial Economics. (1989)Foundations for Financial Eco…Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Arbitrage, Factor Structure, …The Economics of Information and Uncertainty (1982)The Economics of Information …Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1982)Arbitrage, Factor Structure, …Arbitrage and equilibrium in economies with infinitely many commodities (1981)Arbitrage and equilibrium in …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Existence of equilibria in economies with infinitely many commodities (1972)Existence of equilibria in ec…General competitive analysis (1971)General competitive analysisWELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY (1960)WELFARE ECONOMICS AND EXISTEN…Theory of Value (1959)Theory of ValueOn the Existence of General Equilibrium for a Competitive Market (1959)On the Existence of General E…Existence of an Equilibrium for a Competitive Economy (1954)Existence of an Equilibrium f…An Extension of the Basic Theorems of Classical Welfare Economics (1951)An Extension of the Basic The…Endogenous Completeness of Diffusion Driven Equilibrium Markets (2012)Endogenous Completeness of Di…Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Strategic Asset Allocation (2002)Foundations of Economic Analysis. (1948)Equilibrium points in n -person games (1950)A Social Equilibrium Existence Theorem* (1952)The Anatomy of Market Failure (1958)Towards an economic theory of the multiproduct firm (1982)Systemic risk in banking ecosystems (2011)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)Panels with Nonstationary Multifactor Error Structures (2006)Equity, envy, and efficiency (1974)Economic Analysis of Social Interactions (2000)The Economics and Psychology of Personality Traits (2008)The equity premium: A puzzle (1985)Finite state markov-chain approximations to univariate and vector autoregressions (1986)Stock Returns, Expected Returns, and Real Activity (1990)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)Option‐Implied Risk Aversion Estimates (2004)Financial liberalization, private investment and portfolio choice: Financialization of real sectors in emerging markets (2008)Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Overconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)International Stock Return Comovements (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and Residual Claims (1983)Well-being : the foundations of hedonic psychology (1999)SOME LESSONS FROM THE EAST ASIAN MIRACLE (1996)
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References

  • 1954Existence of an Equilibrium for a Competitive Economy4,067 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 2008Existence of an equilibrium for a competitive economy3,041 cited
  • 1971General competitive analysis2,942 cited
  • 1959Theory of Value2,538 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
  • 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets975 cited
  • 1982The Economics of Information and Uncertainty861 cited
  • 1989Foundations for Financial Economics.831 cited
  • 2008Representation of a preference ordering by a numerical function746 cited
  • 1951An Extension of the Basic Theorems of Classical Welfare Economics712 cited
  • 1959On the Existence of General Equilibrium for a Competitive Market665 cited
  • 1960WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY573 cited
  • 1972Existence of equilibria in economies with infinitely many commodities545 cited

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  • 1981Arbitrage and equilibrium in economies with infinitely many commodities537 cited
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    • 2012Endogenous Completeness of Diffusion Driven Equilibrium Markets73 cited