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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/10003376523

Portfolio management with safety criteria in complete financial markets

Prigent, Jean-Luc; Toumi, Salwa - In: International journal of business 10 (2005) 3, pp. 233-250

Persistent link: https://www.econbiz.de/10003176568

Generic regularity of competitive equilibria with restricted participation

Cass, David; Siconolfi, Paolo; Villanacci, Antonio - In: Journal of mathematical economics 36 (2001) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10001597766

Endogenous cycles in competitive models : an overview

Reichlin, Pietro (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 4, pp. 175-185

Persistent link: https://www.econbiz.de/10001769648

When Are Financial Markets Perfectly Competitive?

Lee, Jeongmin - 2018

We study competitiveness of financial markets in a one-period model, in which traders speculate on private information and hedge endowment shocks. Developing and fully characterizing a new measure of market competitiveness, we find that market becomes perfectly competitive if and only if the...

Persistent link: https://www.econbiz.de/10012918527

Musings on the Cass Trick

Cass (deceased), David - 2006

This is a leisurely introduction, in the vein of a piece in the history of science, to belated publication of my well-known paper on incomplete markets, Competitive Equilibrium with Incomplete Financial Markets

Persistent link: https://www.econbiz.de/10014057696