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On equilibrium in Hart's securities exchange model
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On equilibrium in Hart's securities exchange model (1987)On equilibrium in Hart's securities excha…Existence of an equilibrium for a competitive economy (2008)Existence of an equilibrium f…Equilibrium in abstract economies without ordered preferences (1975)Equilibrium in abstract econo…Core and Equilibria of a Large Economy. (1975)Core and Equilibria of a Larg…On the existence of equilibrium in a securities model (1974)On the existence of equilibri…Necessary and sufficient conditions for existence of an optimal portfolio (1974)Necessary and sufficient cond…Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions (1973)Temporary General Equilibrium…Existence of an Equilibrium for a Competitive Economy (1954)Existence of an Equilibrium f…Equilibrium points in n -person games (1950)A Social Equilibrium Existence Theorem* (1952)Existence of maximal elements and equilibria in linear topological spaces (1983)Equilibrium Binding Agreements (1997)A Game-Theoretic Perspective on Coalition Formation (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation (1982)Arbitrage and the Existence of Competitive Equilibrium (1987)Perspectives of Risk Sharing (2002)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (1993)On Optimal Contracting with Subjective Evaluation (2001)Convex Duality in Stochastic Optimization and Mathematical Finance (2011)Theory of Value (1959)Equilibrium with Transaction Costs (1971)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Microfoundations of Macroeconomics: A Critical Survey (1977)Chapter 15 Existence of competitive equilibrium (1982)Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection (1991)Foundations of Economic Analysis. (1948)The Anatomy of Market Failure (1958)Towards an economic theory of the multiproduct firm (1982)Systemic risk in banking ecosystems (2011)Information aggregation in a noisy rational expectations economy (1981)A Liquidity-based Model of Security Design (1999)Assortative Matching and Search (2000)SOME LESSONS FROM THE EAST ASIAN MIRACLE (1996)
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References

  • 1954Existence of an Equilibrium for a Competitive Economy4,067 cited
  • 2008Existence of an equilibrium for a competitive economy3,041 cited
  • 1975Core and Equilibria of a Large Economy.1,195 cited
  • 1975Equilibrium in abstract economies without ordered preferences486 cited
  • 1974On the existence of equilibrium in a securities model168 cited
  • 1973Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions116 cited
  • 1974Necessary and sufficient conditions for existence of an optimal portfolio56 cited

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