| 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 |
1 |
34 |
2 |
2 |
13 |
118 |
| Arbitrage and Existence of Equilibrium in Infinite Asset Markets |
0 |
0 |
0 |
48 |
1 |
1 |
13 |
163 |
| Arbitrage and the Existence of Competitive Equilibrium |
0 |
0 |
0 |
127 |
0 |
0 |
10 |
467 |
| Arbitrage, Bubbles, and Valuation |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
252 |
| Asset price bubbles in Arrow-Debreu and sequential equilibrium |
0 |
0 |
0 |
229 |
0 |
1 |
7 |
1,182 |
| Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information |
0 |
0 |
1 |
143 |
0 |
1 |
8 |
314 |
| Diversification and Equilibrium in Securities Markets |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
81 |
| Efficient allocations under ambiguity |
0 |
0 |
0 |
32 |
0 |
0 |
11 |
112 |
| Equilibria with options: Existence and indeterminacy |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
50 |
| Equilibrium in economies with incomplete financial markets |
0 |
0 |
0 |
150 |
2 |
2 |
9 |
340 |
| Equilibrium with incomplete markets without ordered preferences |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
35 |
| Implementing Arrow-Debreu equilibria by trading infinitely-lived securities |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
143 |
| Liquidity and asset prices in rational expectations equilibrium with ambiguous information |
0 |
0 |
0 |
48 |
0 |
0 |
7 |
181 |
| Minimum-cost portfolio insurance |
0 |
0 |
0 |
91 |
0 |
0 |
16 |
239 |
| On Constrained Optimal Allocations with Incomplete Markets |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
62 |
| Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory |
0 |
0 |
0 |
3 |
2 |
3 |
14 |
28 |
| Participation in risk sharing under ambiguity |
0 |
0 |
2 |
9 |
1 |
1 |
8 |
25 |
| Portfolio characterization of risk aversion |
0 |
0 |
0 |
44 |
2 |
2 |
6 |
98 |
| Portfolio dominance and optimality in infinite security markets |
0 |
0 |
0 |
22 |
0 |
0 |
16 |
98 |
| Rational asset pricing bubbles and debt constraints |
0 |
0 |
2 |
25 |
1 |
2 |
12 |
88 |
| Risk and risk aversion when states of nature matter |
0 |
0 |
2 |
14 |
0 |
0 |
8 |
85 |
| Risk aversion for variational and multiple-prior preferences |
0 |
0 |
0 |
8 |
1 |
2 |
14 |
74 |
| Speculative trade under ambiguity |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
31 |
| Structure of financial markets and real indeterminacy of equilibria |
0 |
0 |
0 |
16 |
1 |
1 |
8 |
64 |
| The envelope theorem, Euler and Bellman equations, without differentiability |
0 |
0 |
2 |
10 |
1 |
2 |
17 |
79 |
| Total Journal Articles |
0 |
0 |
10 |
1,110 |
14 |
22 |
246 |
4,409 |
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