David Cass (deceased)

University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)

SCHOLARLY PAPERS

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Scholarly Papers (8)

Multiplicity in General Financial Equilibrium with Portfolio Constraints

PIER Working Paper No. 06-012
Number of pages: 35 Posted: 27 Mar 2006
Suleyman Basak, Anna Pavlova, David Cass (deceased) and Juan Manuel Licari
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 679 (37,038)
Citation 3

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Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium

Multiplicity in General Financial Equilibrium with Portfolio Constraints

CEPR Discussion Paper No. 5804
Number of pages: 38 Posted: 11 Oct 2006
Suleyman Basak, Anna Pavlova, David Cass (deceased) and Juan Manuel Licari
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 14 (585,288)
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Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium

Multiplicity in General Financial Equilibrium with Portfolio Constraints

Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
Suleyman Basak, Anna Pavlova, David Cass (deceased) and Juan Manuel Licari
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics

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Multiple Equilibria, Asset Pricing, Portfolio Constraints, Indeterminacy, Financial Equilibrium

2.
Downloads 430 ( 67,376)
Citation 9

On Trees and Logs

MIT Sloan Working Paper No. 4233-02; CARESS Working Paper No. 00-01
Number of pages: 44 Posted: 31 May 2002
Anna Pavlova and David Cass (deceased)
London Business School and University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 430 (66,721)
Citation 9

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Lucas Tree Model, Equilibrium Theory, Peculiar

On Trees and Logs

Journal of Economic Theory, Vol. 116, pp. 41-83, 2004
Posted: 08 Oct 2003
Anna Pavlova and David Cass (deceased)
London Business School and University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)

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Lucas tree model, Equilibrium theory, Peculiar financial equilibrium, Nonuniqueness of equilibria, Portfolio constraints

3.

Competitive Equilibrium with Incomplete Financial Markets

PIER Working Paper No. 06-010
Number of pages: 30 Posted: 07 Jun 2006
David Cass (deceased)
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 206 (149,091)
Citation 1

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financial equilibrium, incomplete markets, Cass trick

4.

Musings on the Cass Trick

PIER Working Paper No. 06-011
Number of pages: 14 Posted: 07 Jun 2006
David Cass (deceased)
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 132 (218,993)

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financial equilibrium, incomplete markets, Cass trick

5.

'Utility-Based Utility', Second Version

PIER Working Paper No. 08-001
Number of pages: 9 Posted: 12 Jan 2008
David Cass (deceased)
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 98 (271,287)

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Utility theory, Expected utility, Intertemporal consistency, Extrinsic uncertainty, Cass-Shell Immunity Theorem

6.

Robustness of the Uniqueness of Walrasian Equilibrium with Cobb-Douglas Utilities

PIER Working Paper No. 09-038
Number of pages: 9 Posted: 02 Nov 2009
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased), University of Pennsylvania - Department of Economics, University of Miami, University of Pennsylvania - Department of Economics, University of Wisconsin - Madison - Department of Economics and FDIC, Division of Insurance and Research
Downloads 83 (301,478)

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Walrasian Equilibrium, Uniqueness, Robustness

7.

Compatible Beliefs and Equilibrium

PIER Working Paper No. 06-009
Number of pages: 21 Posted: 07 Jun 2006
David Cass (deceased)
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 65 (345,945)

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general equilibrium, market game, competitive hypothesis, compatible beliefs

8.

Utility-Based Utility: The Johnsen-Donaldson Hypothesis

PIER Working Paper
Number of pages: 10 Posted: 04 Feb 2008 Last Revised: 22 Feb 2008
David Cass (deceased)
University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 60 (360,274)

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Utility theory, Expected utility, Intertemporal consistency, Extrinsic uncertainty, Cass-Shell Immunity Theorem

Other Papers (1)

Total Downloads: 51
1.

Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version

PIER Working Paper No. 06-020
Number of pages: 36 Posted: 19 Jul 2006
Suleyman Basak, Anna Pavlova, David Cass (deceased) and Juan Manuel Licari
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 51

Abstract:

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Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium.