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General Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents
28/28 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 28 checked references that resolve
resolves10.1016/0304-405X(81)90018-0
The relationship between return and market value of common stocks
resolves10.1016/j.jet.2012.01.007
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
resolves10.1111/j.1540-6261.2009.01444.x
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
resolves10.1016/0304-4068(90)90034-7
An introduction to general equilibrium with incomplete asset markets
resolves10.1111/j.1467-9965.1996.tb00120.x
GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES<sup>1</sup>
resolves10.1086/262030
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.1111/1540-6261.00602
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
resolves10.1016/j.jedc.2008.02.003
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
resolves10.3386/w8609
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
resolves10.1111/1468-0262.00469
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
resolves10.1016/j.jedc.2018.01.025
Solving an incomplete markets model with a large cross-section of agents
The 6 references without a DOI — listed, not checked
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no DOI — not checkedref9
no DOI — not checkedref18
no DOI — not checkedPaul Milgrom and Nancy Stokey. Information, trade and common knowledge
no DOI — not checkedref31
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