David Cass (deceased)

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

SCHOLARLY PAPERS

8

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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 732 (65,525)
Citation 5

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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 (1,059,540)
Citation 2
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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 467 (116,399)
Citation 15

On Trees and Logs

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 467 (115,101)
Citation 15

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Lucas Tree Model, Equilibrium Theory, Peculiar

On Trees and Logs

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 268 (213,720)
Citation 3

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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 157 (349,684)

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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 122 (426,336)

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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, Emory University, University of Pennsylvania - Department of Economics, University of Wisconsin - Madison - Department of Economics and FDIC, Division of Insurance and Research
Downloads 110 (460,693)

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Walrasian Equilibrium, Uniqueness, Robustness

7.

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 89 (530,982)

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

8.

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 87 (538,495)

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general equilibrium, market game, competitive hypothesis, compatible beliefs

Other Papers (1)

Total Downloads: 75
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 75

Abstract:

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