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Risk Aversion and Wealth Effects on Portfolios with Many Assets.
Cass, David; Stiglitz, Joseph E - In: Review of Economic Studies 39 (1972) 3, pp. 331-54
Persistent link: https://www.econbiz.de/10005242690
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On Trees and Logs
Cass, David; Pavlova, Anna - Penn Economics Department
Persistent link: https://www.econbiz.de/10005359532
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The Structure of Sunspot Equilibria in the Presence of Incomplete Financial Markets: Introduction.
Cass, David - In: Economic Theory 2 (1992) 3, pp. 307-08
Persistent link: https://www.econbiz.de/10005370664
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Compatible beliefs and equilibrium
Cass, David - In: Journal of Mathematical Economics 44 (2008) 7-8, pp. 625-640
In this paper I investigate the nature of the beliefs which agents must hold (at least implicitly) in order to justify their considering various alternatives, in two distinct settings: the Walrasian model without production (with competitive equilibrium), and the sell-all version of the...
Persistent link: https://www.econbiz.de/10005374208
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Competitive equilibrium with incomplete financial markets
Cass, David - In: Journal of Mathematical Economics 42 (2006) 4-5, pp. 384-405
Persistent link: https://www.econbiz.de/10005216674
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Musings on the Cass trick
Cass, David - In: Journal of Mathematical Economics 42 (2006) 4-5, pp. 374-383
Persistent link: https://www.econbiz.de/10005216725
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On the Wicksellian Point-Input, Point-Output Model of Capital Accumulation: A Modern View (or, Neoclassicism Slightly Vindicated).
Cass, David - In: Journal of Political Economy 81 (1973) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10005076371
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Do Sunspots Matter?
Cass, David; Shell, Karl - In: Journal of Political Economy 91 (1983) 2, pp. 193-227
Persistent link: https://www.econbiz.de/10005076378
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On the Existence of Optimal Stationary Equilibria with a Fixed Supply of Fiat Money: I. The Case of a Single Consumer.
Benveniste, Lawrence M; Cass, David - In: Journal of Political Economy 94 (1986) 2, pp. 402-17
Persistent link: https://www.econbiz.de/10005076404
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Introduction to Hamiltonian dynamics in economics
Cass, David; Shell, Karl - In: Journal of Economic Theory 12 (1976) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10005153662