Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference13 articles.
1. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economic Studies,1964
2. Existence of equilibria in economies with infinitely many commodities;Bewley;Journal of Economic Theory,1972
3. Dynamic asset allocation under inflation;Brennan;Journal of Finance,2002
4. Optimal consumption and investment with capital gains taxes;Dammon;Review of Financial Studies,2001
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