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The Inefficiency of the Stock Market Equilibrium
8 references·16 citing·47 second hop
The Inefficiency of the Stock Market Equilibrium (1982)The Inefficiency of the Stock Market Equi…Equilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY (1978)THE ROLE OF A STOCK MARKET IN…ON VALUE MAXIMIZATION AND ALTERNATIVE OBJECTIVES OF THE FIRM (1977)ON VALUE MAXIMIZATION AND ALT…On the optimality of equilibrium when the market structure is incomplete (1975)On the optimality of equilibr…The Role of Securities in the Optimal Allocation of Risk-bearing (1973)The Role of Securities in the…Some Aspects of the Pure Theory of Corporate Finance: Bankruptcies and Take-Overs: Reply (1972)Some Aspects of the Pure Theo…The economics of uncertainty (1968)The economics of uncertaintyThe safety loading of reinsurance premiums (1960)The safety loading of reinsur…Approaches to the Economics of Discrimination (2025)Approaches to the Economics o…Capital Controls: Theory and Evidence (2021)Capital Controls: Theory and …Managing credit booms and busts: A Pigouvian taxation approach (2018)Managing credit booms and bus…Capital regulation and credit fluctuations (2017)Capital regulation and credit…Macroeconomics with Financial Frictions: A Survey (2013)Macroeconomics with Financial…Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks (2012)Constrained Efficiency in the…Bubbles, Financial Crises, and Systemic Risk (2012)Bubbles, Financial Crises, an…Limits of Arbitrage: The State of the Theory (2010)Limits of Arbitrage: The Stat…CoVaR (2008)CoVaRRelative Wealth Concerns and Financial Bubbles (2007)Relative Wealth Concerns and …Diversification as a Public Good: Community Effects in Portfolio Choice (2004)Diversification as a Public G…Symposium on Organizations and Economics (1991)Symposium on Organizations an…An introduction to general equilibrium with incomplete asset markets (1990)An introduction to general eq…Theories of Wage Rigidity (1984)Theories of Wage RigidityImplicit Contracts and Fixed Price Equilibria (1983)Implicit Contracts and Fixed …Pareto Optimality and Competition (1981)Pareto Optimality and Competi…Risk, Uncertainty and Profit (1921)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Loan Market, Collateral, and Rates of Interest (1976)The Theory of Local Public Goods (1977)Does Deposit Insurance Increase Banking System Stability? 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(2005)Quantitative Macroeconomics with Heterogeneous Households (2009)Theory of Games and Economic Behavior (1945)Theory of Value (1959)Investment Under Private Ownership: Optimality, Equilibrium and Stability (1974)Optimal Insurance Policy Indemnity Schedules (1983)Actuarial bridges to dynamic hedging and option pricing (1996)Theory of games and economic behavior (2019)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Existence of an Equilibrium for a Competitive Economy (1954)The Design of an Optimal Insurance Policy (1992)Inf-convolution of risk measures and optimal risk transfer (2005)Insurance within the Firm (2005)The Pricing of Options and Corporate Liabilities (1973)On the quantitative importance of market completeness (1994)Endogenous Borrowing Constraints With Incomplete Markets (1997)Principles of Financial Economics (2014)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)General competitive analysis (1971)Modern Economic Theory and Development (1999)A Theory of Macroprudential Policies in the Presence of Nominal Rigidities (2016)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Theory of Financial Decision Making. (1988)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Facts and Fears: Understanding Perceived Risk (1980)An Analysis of the Principal-Agent Problem (1992)
this work references cited by second hop

References

  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1975On the optimality of equilibrium when the market structure is incomplete746 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 1978THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY530 cited
  • 1968The economics of uncertainty297 cited
  • 1960The safety loading of reinsurance premiums282 cited
  • 1972Some Aspects of the Pure Theory of Corporate Finance: Bankruptcies and Take-Overs: Reply252 cited
  • 1977ON VALUE MAXIMIZATION AND ALTERNATIVE OBJECTIVES OF THE FIRM157 cited

Cited by

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  • 1990An introduction to general equilibrium with incomplete asset markets210 cited
  • 1984Theories of Wage Rigidity210 cited
  • 2013Macroeconomics with Financial Frictions: A Survey198 cited
  • 2007Relative Wealth Concerns and Financial Bubbles193 cited
  • 2004Diversification as a Public Good: Community Effects in Portfolio Choice181 cited
  • 2025Approaches to the Economics of Discrimination

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  • 2018Managing credit booms and busts: A Pigouvian taxation approach155 cited
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  • 2008CoVaR129 cited
  • 2010Limits of Arbitrage: The State of the Theory124 cited
  • 2012Bubbles, Financial Crises, and Systemic Risk124 cited
  • 1981Pareto Optimality and Competition120 cited
  • 2017Capital regulation and credit fluctuations119 cited
  • 1983Implicit Contracts and Fixed Price Equilibria117 cited
  • 1991Symposium on Organizations and Economics115 cited