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~subject:"Lucas Tree Model"
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Lucas Tree Model
Equilibrium Theory
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Nonuniqueness of Equilibria
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Peculiar Financial Equilibrium
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Portfolio Constraints
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Cass, David
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Pavlova, Anna
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Sloan School of Management, Massachusetts Institute of Technology (MIT)
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ON TREES AND LOGS
Cass, David
;
Pavlova, Anna
-
Sloan School of Management, Massachusetts Institute of …
-
2003
LT-Model -- even with potentially complete financial markets -- admits a
peculiar
financial
equilibrium
(PFE) in which …
Persistent link: https://www.econbiz.de/10005587473
Saved in:
2
On Trees and Logs
Cass, David
;
Pavlova, Anna
-
2002
LT-Model -- even with potentially complete financial markets -- admits a
peculiar
financial
equilibrium
(PFE) in which …
Persistent link: https://www.econbiz.de/10009433019
Saved in:
3
On Trees and Logs
Pavlova, Anna
;
Cass, David
-
Sloan School of Management, Massachusetts Institute of …
-
2002
LT-Model -- even with potentially complete financial markets -- admits a
peculiar
financial
equilibrium
(PFE) in which …
Persistent link: https://www.econbiz.de/10005450594
Saved in:
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