| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A simple axiomatization of risk-averse expected utility |
0 |
0 |
0 |
33 |
0 |
6 |
9 |
114 |
| Arbitrage and Existence of Equilibrium in Infinite Asset Markets |
0 |
0 |
0 |
48 |
2 |
6 |
8 |
156 |
| Arbitrage and the Existence of Competitive Equilibrium |
0 |
0 |
0 |
127 |
1 |
8 |
11 |
467 |
| Arbitrage, Bubbles, and Valuation |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
250 |
| Asset price bubbles in Arrow-Debreu and sequential equilibrium |
0 |
0 |
0 |
229 |
1 |
3 |
5 |
1,179 |
| Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information |
1 |
1 |
1 |
143 |
1 |
3 |
4 |
310 |
| Diversification and Equilibrium in Securities Markets |
0 |
0 |
0 |
17 |
1 |
3 |
4 |
80 |
| Efficient allocations under ambiguity |
0 |
0 |
0 |
32 |
0 |
4 |
5 |
106 |
| Equilibria with options: Existence and indeterminacy |
0 |
0 |
0 |
13 |
1 |
1 |
3 |
49 |
| Equilibrium in economies with incomplete financial markets |
0 |
0 |
1 |
150 |
1 |
5 |
8 |
338 |
| Equilibrium with incomplete markets without ordered preferences |
0 |
0 |
0 |
8 |
0 |
3 |
4 |
34 |
| Implementing Arrow-Debreu equilibria by trading infinitely-lived securities |
0 |
0 |
0 |
14 |
0 |
4 |
7 |
140 |
| Liquidity and asset prices in rational expectations equilibrium with ambiguous information |
0 |
0 |
0 |
48 |
0 |
4 |
6 |
180 |
| Minimum-cost portfolio insurance |
0 |
0 |
0 |
91 |
1 |
7 |
11 |
233 |
| On Constrained Optimal Allocations with Incomplete Markets |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
60 |
| Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory |
0 |
0 |
0 |
3 |
0 |
5 |
7 |
19 |
| Participation in risk sharing under ambiguity |
0 |
0 |
3 |
9 |
0 |
4 |
7 |
23 |
| Portfolio characterization of risk aversion |
0 |
0 |
0 |
44 |
0 |
2 |
4 |
95 |
| Portfolio dominance and optimality in infinite security markets |
0 |
0 |
0 |
22 |
0 |
9 |
15 |
96 |
| Rational asset pricing bubbles and debt constraints |
0 |
1 |
2 |
25 |
2 |
4 |
8 |
83 |
| Risk and risk aversion when states of nature matter |
0 |
0 |
0 |
12 |
0 |
2 |
6 |
80 |
| Risk aversion for variational and multiple-prior preferences |
0 |
0 |
0 |
8 |
0 |
4 |
8 |
68 |
| Speculative trade under ambiguity |
0 |
0 |
0 |
5 |
1 |
9 |
12 |
29 |
| Structure of financial markets and real indeterminacy of equilibria |
0 |
0 |
0 |
16 |
2 |
5 |
6 |
62 |
| The envelope theorem, Euler and Bellman equations, without differentiability |
1 |
1 |
3 |
10 |
2 |
5 |
13 |
72 |
| Total Journal Articles |
2 |
3 |
10 |
1,107 |
18 |
116 |
185 |
4,323 |
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