| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Equivalence Theorem for the Anonymous Core |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
151 |
| Bargaining Set and Anonymous Core without the Monotonicity Assumption |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
255 |
| Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
401 |
| Complete Monotonicity of the Representative Consumer's Discount Factor |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
258 |
| Complete Monotonicity of the Representative Consumer's Discount Factor |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
92 |
| Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
281 |
| Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
181 |
| Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
99 |
| Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks |
0 |
0 |
1 |
71 |
0 |
0 |
1 |
275 |
| Existence of Equilibria and Core Convergence in Economies with Bads |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
366 |
| Heterogeneous Beliefs in a Continuous-Time Model |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
109 |
| Heterogeneous Impatience in a Continuous-Time Model |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
85 |
| Heterogeneous Impatience in a Continuous-Time Model |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
86 |
| Heterogeneous Impatience in a Continuous-Time Model |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
156 |
| Heterogeneous Risk Attitudes in a Continuous-Time Model |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
358 |
| Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
22 |
| On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
89 |
| On the Range of the Risk-Free Interest Rate in Incomplete Markets |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
623 |
| On the Range of the Risk-Free Interest Rate in Incomplete Markets |
0 |
1 |
1 |
189 |
0 |
2 |
3 |
2,187 |
| Pareto Improvement and Agenda Control of Sequential Financial Innovations |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
120 |
| Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
188 |
| Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules |
0 |
0 |
0 |
151 |
0 |
1 |
1 |
710 |
| Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
133 |
| Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs |
0 |
0 |
0 |
123 |
1 |
1 |
3 |
795 |
| Robustness of the coordinating role of a redundant security |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |
| The coordinating role of a redundant security in frictional markets |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
135 |
| Total Working Papers |
0 |
1 |
3 |
1,211 |
1 |
5 |
20 |
8,165 |
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