EXISTENCE AND UNIQUENESS OF MULTIAGENT EQUILIBRIUM IN A STOCHASTIC, DYNAMIC CONSUMPTION INVESTMENT MODEL

被引：77

作者：

KARATZAS, I

LEHOCZKY, JP

SHREVE, SE

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

[2] CARNEGIE MELLON UNIV,DEPT MATH,PITTSBURGH,PA 15213

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1990年 / 15卷 / 01期

关键词：

D O I：

10.1287/moor.15.1.80

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：80 / 128

页数：49

共 17 条

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[3]

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[9] AN INTERTEMPORAL GENERAL EQUILIBRIUM ASSET PRICING MODEL - THE CASE OF DIFFUSION INFORMATION [J].

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[10] OPTIMAL PORTFOLIO AND CONSUMPTION DECISIONS FOR A SMALL INVESTOR ON A FINITE-HORIZON [J].

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