The Arrow-Debreu Model Extended to Financial Markets
Data up to Jan 2025
Total Citations Per Year
Abstract
References (12)
Theory of Value
1959 • 2,689 citations
The Role of Securities in the Optimal Allocation of Risk-bearing
1973 • 1,203 citations
Options and Efficiency
1976 • 851 citations
On the optimality of equilibrium when the market structure is incomplete
1975 • 769 citations
Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
1972 • 737 citations
On the Theory of the Firm in an Economy with Incomplete Markets
1974 • 211 citations
On the existence of equilibrium in a securities model
1974 • 173 citations
Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
1973 • 118 citations
Equilibrium with transaction cost and money in a single market exchange economy
1974 • 61 citations
The sufficiency of existing financial instruments for Pareto-optimal risk allocation
1973 • 9 citations
A reinterpretation of the equilibrium theory of Arrow and Debreu in terms of financial markets
1974 • 9 citations
General equilibrium with money; Indeterminacy of price level and efficiency
1976 • 7 citations