Competitive Equilibrium with Incomplete Financial Markets

Theory of Value

1959 • 2,689 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1964 • 1,125 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 Existence of General Equilibrium for a Competitive Market

1959 • 649 citations

THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY

1978 • 515 citations

The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

1970 • 451 citations

A characterization of the optimality of equilibrium in incomplete markets

1977 • 93 citations

Money: In Equilibrium

1982 • 85 citations