| 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 |
1 |
1 |
1 |
106 |
| Arbitrage and Existence of Equilibrium in Infinite Asset Markets |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
150 |
| Arbitrage and the Existence of Competitive Equilibrium |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
457 |
| Arbitrage, Bubbles, and Valuation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
245 |
| Asset price bubbles in Arrow-Debreu and sequential equilibrium |
0 |
0 |
0 |
229 |
0 |
0 |
2 |
1,175 |
| Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
306 |
| Diversification and Equilibrium in Securities Markets |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
77 |
| Efficient allocations under ambiguity |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
101 |
| Equilibria with options: Existence and indeterminacy |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
47 |
| Equilibrium in economies with incomplete financial markets |
0 |
0 |
1 |
150 |
0 |
1 |
2 |
332 |
| Equilibrium with incomplete markets without ordered preferences |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
31 |
| Implementing Arrow-Debreu equilibria by trading infinitely-lived securities |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
135 |
| Liquidity and asset prices in rational expectations equilibrium with ambiguous information |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
175 |
| Minimum-cost portfolio insurance |
0 |
0 |
0 |
91 |
1 |
3 |
6 |
226 |
| On Constrained Optimal Allocations with Incomplete Markets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
54 |
| Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
14 |
| Participation in risk sharing under ambiguity |
0 |
2 |
3 |
9 |
0 |
2 |
4 |
19 |
| Portfolio characterization of risk aversion |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
92 |
| Portfolio dominance and optimality in infinite security markets |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
83 |
| Rational asset pricing bubbles and debt constraints |
0 |
1 |
1 |
24 |
0 |
2 |
3 |
78 |
| Risk and risk aversion when states of nature matter |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
77 |
| Risk aversion for variational and multiple-prior preferences |
0 |
0 |
0 |
8 |
2 |
2 |
3 |
62 |
| Speculative trade under ambiguity |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
20 |
| Structure of financial markets and real indeterminacy of equilibria |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
57 |
| The envelope theorem, Euler and Bellman equations, without differentiability |
0 |
1 |
2 |
9 |
0 |
2 |
7 |
64 |
| Total Journal Articles |
0 |
4 |
8 |
1,104 |
7 |
20 |
61 |
4,183 |
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