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Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
16 references·6 citing·45 second hop
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this work references cited by second hop

References

  • 1997Credit Cycles5,254 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2006Portfolio Selection in Stochastic Environments660 cited
  • 2011Margin-based Asset Pricing and Deviations from the Law of One Price653 cited
  • 1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing650 cited
  • 2008Leverage Cycles and the Anxious Economy

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647 cited

Cited by

  • 2018Inequality Aversion, Populism, and the Backlash Against Globalization76 cited
  • 2014Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints73 cited
  • 2021Asset pricing with index investing30 cited
  • 2019The Equity Premium and the One Percent26 cited
  • 2015Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?23 cited
  • 2014Taxation, Transfer Income and Stock Market Participation19 cited